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JP Morgan Call 100 ABL 21.06.2024/  DE000JS8FHV1  /

EUWAX
2024-06-03  4:03:12 PM Chg.+0.110 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.380EUR +40.74% -
Bid Size: -		 -
Ask Size: -		 ABBOTT LABS 100.00 - 2024-06-21 Call
 

Master data

WKN: JS8FHV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-06-21
Issue date: 2023-02-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.53
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.16
Parity: -0.58
Time value: 0.33
Break-even: 103.30
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 5.54
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.37
Theta: -0.15
Omega: 10.65
Rho: 0.02
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.63%
1 Month
  -47.95%
3 Months
  -80.71%
YTD
  -70.54%
1 Year
  -71.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.210
1M High / 1M Low: 0.730 0.210
6M High / 6M Low: 2.060 0.210
High (YTD): 2024-03-11 2.060
Low (YTD): 2024-05-30 0.210
52W High: 2024-03-11 2.060
52W Low: 2024-05-30 0.210
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.504
Avg. volume 1M:   0.000
Avg. price 6M:   1.224
Avg. volume 6M:   161.290
Avg. price 1Y:   1.154
Avg. volume 1Y:   78.740
Volatility 1M:   248.34%
Volatility 6M:   141.40%
Volatility 1Y:   129.94%
Volatility 3Y:   -