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JP Morgan Call 80 CVS 21.06.2024/  DE000JS8E617  /

EUWAX
2024-06-03  9:55:22 AM Chg.-0.004 Bid7:22:33 PM Ask7:22:33 PM Underlying Strike price Expiration date Option type
0.005EUR -44.44% 0.004
Bid Size: 50,000		 0.014
Ask Size: 50,000		 CVS HEALTH CORP. D... 80.00 - 2024-06-21 Call
 

Master data

WKN: JS8E61
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CVS HEALTH CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 343.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.28
Parity: -2.51
Time value: 0.02
Break-even: 80.16
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 166.67%
Delta: 0.04
Theta: -0.03
Omega: 13.31
Rho: 0.00
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -97.06%
YTD
  -98.94%
1 Year
  -98.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.001
1M High / 1M Low: 0.009 0.001
6M High / 6M Low: 0.570 0.001
High (YTD): 2024-01-05 0.570
Low (YTD): 2024-05-29 0.001
52W High: 2023-08-02 0.580
52W Low: 2024-05-29 0.001
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.198
Avg. volume 6M:   0.000
Avg. price 1Y:   0.251
Avg. volume 1Y:   0.000
Volatility 1M:   1,113.94%
Volatility 6M:   508.74%
Volatility 1Y:   384.08%
Volatility 3Y:   -