OverviewChartNewsTraderScreen

JP Morgan Call 85 SWKS 21.06.2024/  DE000JB5NJN3  /

EUWAX
2024-05-31  1:01:56 PM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.580EUR -1.69% -
Bid Size: -		 -
Ask Size: -		 Skyworks Solutions I... 85.00 USD 2024-06-21 Call
 

Master data

WKN: JB5NJN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.95
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.52
Implied volatility: 0.31
Historic volatility: 0.28
Parity: 0.52
Time value: 0.08
Break-even: 84.48
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 6.56%
Delta: 0.83
Theta: -0.04
Omega: 11.55
Rho: 0.04
 

Quote data

Open: 0.590
High: 0.590
Low: 0.580
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.67%
1 Month
  -73.27%
3 Months
  -71.84%
YTD
  -79.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.580
1M High / 1M Low: 0.910 0.580
6M High / 6M Low: 2.860 0.580
High (YTD): 2024-01-02 2.700
Low (YTD): 2024-05-31 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.759
Avg. volume 1M:   0.000
Avg. price 6M:   1.817
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.63%
Volatility 6M:   157.62%
Volatility 1Y:   -
Volatility 3Y:   -