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JP Morgan Call 1020 ASME 21.06.20.../  DE000JS2S3X1  /

EUWAX
6/20/2024  8:14:31 AM Chg.-0.152 Bid11:43:46 AM Ask11:43:46 AM Underlying Strike price Expiration date Option type
0.018EUR -89.41% 0.038
Bid Size: 2,000		 0.088
Ask Size: 2,000		 ASML HOLDING EO -... 1,020.00 - 6/21/2024 Call
 

Master data

WKN: JS2S3X
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 1,020.00 -
Maturity: 6/21/2024
Issue date: 12/6/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 976.26
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.30
Parity: -5.35
Time value: 0.10
Break-even: 1,020.99
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 102.04%
Delta: 0.07
Theta: -2.22
Omega: 65.22
Rho: 0.00
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -95.26%
1 Month
  -81.25%
3 Months
  -98.91%
YTD
  -83.64%
1 Year
  -97.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.100
1M High / 1M Low: 0.540 0.039
6M High / 6M Low: 4.620 0.038
High (YTD): 3/8/2024 4.620
Low (YTD): 1/15/2024 0.038
52W High: 3/8/2024 4.620
52W Low: 1/15/2024 0.038
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   0.984
Avg. volume 6M:   0.000
Avg. price 1Y:   0.624
Avg. volume 1Y:   0.000
Volatility 1M:   4,032.17%
Volatility 6M:   1,712.30%
Volatility 1Y:   1,220.58%
Volatility 3Y:   -