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JP Morgan Call 95 AINN 17.01.2025/  DE000JS62810  /

EUWAX
2024-06-04  11:46:42 AM Chg.-0.010 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% -
Bid Size: -		 -
Ask Size: -		 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: 42.24
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -2.32
Time value: 0.17
Break-even: 96.70
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.61
Spread abs.: 0.06
Spread %: 54.55%
Delta: 0.19
Theta: -0.01
Omega: 8.00
Rho: 0.07
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -42.11%
3 Months  
+11.11%
YTD  
+12.24%
1 Year  
+41.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.096
1M High / 1M Low: 0.200 0.096
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:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.127
Avg. volume 6M:   0.000
Avg. price 1Y:   0.103
Avg. volume 1Y:   0.000
Volatility 1M:   175.42%
Volatility 6M:   185.76%
Volatility 1Y:   175.24%
Volatility 3Y:   -