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JP Morgan Call 105 5UR 21.06.2024/  DE000JS6ZSU2  /

EUWAX
2024-06-17  8:37:53 AM Chg.-0.045 Bid8:08:38 PM Ask8:08:38 PM Underlying Strike price Expiration date Option type
0.055EUR -45.00% 0.040
Bid Size: 100,000		 0.050
Ask Size: 100,000		 RTX CORP. ... 105.00 - 2024-06-21 Call
 

Master data

WKN: JS6ZSU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: RTX CORP. -,01
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 139.12
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.20
Parity: -0.76
Time value: 0.07
Break-even: 105.70
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 16.67%
Delta: 0.18
Theta: -0.25
Omega: 24.69
Rho: 0.00
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -86.90%
1 Month
  -69.44%
3 Months
  -5.17%
YTD
  -8.33%
1 Year
  -92.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.100
1M High / 1M Low: 0.420 0.100
6M High / 6M Low: 0.420 0.037
High (YTD): 2024-06-10 0.420
Low (YTD): 2024-03-05 0.037
52W High: 2023-06-21 0.700
52W Low: 2023-11-21 0.029
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.131
Avg. volume 6M:   0.000
Avg. price 1Y:   0.170
Avg. volume 1Y:   0.000
Volatility 1M:   450.00%
Volatility 6M:   311.26%
Volatility 1Y:   277.91%
Volatility 3Y:   -