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JP Morgan Call 85 AINN 17.01.2025/  DE000JS627Z7  /

EUWAX
2024-06-04  11:46:42 AM Chg.-0.020 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.330EUR -5.71% -
Bid Size: -		 -
Ask Size: -		 AMER.INTL GRP NEW DL... 85.00 - 2025-01-17 Call
 

Master data

WKN: JS627Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMER.INTL GRP NEW DL 2,50
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.90
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.16
Parity: -1.32
Time value: 0.38
Break-even: 88.80
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.41
Spread abs.: 0.05
Spread %: 15.15%
Delta: 0.34
Theta: -0.02
Omega: 6.44
Rho: 0.13
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.94%
1 Month
  -25.00%
3 Months  
+22.22%
YTD  
+37.50%
1 Year  
+120.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.290
1M High / 1M Low: 0.480 0.290
6M High / 6M Low: 0.480 0.170
High (YTD): 2024-05-08 0.480
Low (YTD): 2024-02-21 0.170
52W High: 2024-05-08 0.480
52W Low: 2023-06-23 0.120
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.392
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   0.239
Avg. volume 1Y:   0.000
Volatility 1M:   125.44%
Volatility 6M:   136.33%
Volatility 1Y:   135.88%
Volatility 3Y:   -