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JP Morgan Call 95 AINN 17.01.2025/  DE000JS62810  /

EUWAX
2024-05-28  10:19:23 AM Chg.- Bid10:11:38 AM Ask10:11:38 AM Underlying Strike price Expiration date Option type
0.120EUR - 0.100
Bid Size: 5,000		 0.160
Ask Size: 5,000		 AMER.INTL GRP NEW DL... 95.00 - 2025-01-17 Call
 

Master data

WKN: JS6281
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMER.INTL GRP NEW DL 2,50
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.94
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -2.37
Time value: 0.17
Break-even: 96.70
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.61
Spread abs.: 0.06
Spread %: 54.55%
Delta: 0.19
Theta: -0.01
Omega: 7.89
Rho: 0.07
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -7.69%
3 Months  
+9.09%
YTD  
+22.45%
1 Year  
+44.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.200 0.120
6M High / 6M Low: 0.220 0.058
High (YTD): 2024-03-28 0.220
Low (YTD): 2024-02-21 0.058
52W High: 2024-03-28 0.220
52W Low: 2023-06-23 0.055
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   0.102
Avg. volume 1Y:   0.000
Volatility 1M:   163.96%
Volatility 6M:   185.26%
Volatility 1Y:   175.60%
Volatility 3Y:   -