OverviewChartNewsTraderScreen

JP Morgan Call 80 AINN 17.01.2025/  DE000JS627Y0  /

EUWAX
2024-06-04  11:46:42 AM Chg.-0.030 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.520EUR -5.45% -
Bid Size: -		 -
Ask Size: -		 AMER.INTL GRP NEW DL... 80.00 - 2025-01-17 Call
 

Master data

WKN: JS627Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMER.INTL GRP NEW DL 2,50
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.60
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.16
Parity: -0.82
Time value: 0.57
Break-even: 85.70
Moneyness: 0.90
Premium: 0.19
Premium p.a.: 0.33
Spread abs.: 0.04
Spread %: 7.55%
Delta: 0.44
Theta: -0.02
Omega: 5.52
Rho: 0.16
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.89%
1 Month
  -18.75%
3 Months  
+23.81%
YTD  
+44.44%
1 Year  
+147.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.470
1M High / 1M Low: 0.700 0.470
6M High / 6M Low: 0.700 0.280
High (YTD): 2024-05-08 0.700
Low (YTD): 2024-02-21 0.280
52W High: 2024-05-08 0.700
52W Low: 2023-06-06 0.170
Avg. price 1W:   0.512
Avg. volume 1W:   0.000
Avg. price 1M:   0.593
Avg. volume 1M:   0.000
Avg. price 6M:   0.457
Avg. volume 6M:   0.000
Avg. price 1Y:   0.353
Avg. volume 1Y:   0.000
Volatility 1M:   116.45%
Volatility 6M:   121.83%
Volatility 1Y:   120.00%
Volatility 3Y:   -