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JP Morgan Call 105 SY1 21.06.2024/  DE000JS76Z58  /

EUWAX
2024-05-28  10:21:23 AM Chg.+0.180 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.470EUR +62.07% -
Bid Size: -		 -
Ask Size: -		 SYMRISE AG INH. O.N. 105.00 - 2024-06-21 Call
 

Master data

WKN: JS76Z5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-06-21
Issue date: 2023-02-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.16
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.11
Implied volatility: 0.23
Historic volatility: 0.21
Parity: 0.11
Time value: 0.21
Break-even: 108.20
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.60
Theta: -0.06
Omega: 19.85
Rho: 0.04
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+161.11%
1 Month  
+235.71%
3 Months  
+135.00%
YTD     0.00%
1 Year
  -64.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.180
1M High / 1M Low: 0.300 0.100
6M High / 6M Low: 0.990 0.100
High (YTD): 2024-03-25 0.990
Low (YTD): 2024-05-16 0.100
52W High: 2023-05-29 1.300
52W Low: 2024-05-16 0.100
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   0.529
Avg. volume 1Y:   0.000
Volatility 1M:   361.91%
Volatility 6M:   265.44%
Volatility 1Y:   208.43%
Volatility 3Y:   -