JP Morgan Call 90 P911 21.06.2024/  DE000JS5QL75  /

EUWAX
2024-05-31  9:18:29 AM Chg.+0.002 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.005EUR +66.67% -
Bid Size: -
-
Ask Size: -
Porsche AG Vz 90.00 - 2024-06-21 Call
 

Master data

WKN: JS5QL7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Porsche AG Vz
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2022-12-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 244.84
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.27
Parity: -1.41
Time value: 0.03
Break-even: 90.31
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 22.87
Spread abs.: 0.02
Spread %: 181.82%
Delta: 0.08
Theta: -0.03
Omega: 19.90
Rho: 0.00
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -96.67%
3 Months
  -98.94%
YTD
  -98.15%
1 Year
  -99.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.003
1M High / 1M Low: 0.150 0.003
6M High / 6M Low: 0.860 0.003
High (YTD): 2024-04-12 0.860
Low (YTD): 2024-05-30 0.003
52W High: 2023-06-02 3.430
52W Low: 2024-05-30 0.003
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.310
Avg. volume 6M:   0.000
Avg. price 1Y:   1.095
Avg. volume 1Y:   0.000
Volatility 1M:   574.40%
Volatility 6M:   422.11%
Volatility 1Y:   310.93%
Volatility 3Y:   -