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JP Morgan Call 105 SY1 21.06.2024/  DE000JS76Z58  /

EUWAX
2024-05-30  6:23:42 PM Chg.+0.120 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.530EUR +29.27% -
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: 25.00
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.25
Implied volatility: 0.26
Historic volatility: 0.21
Parity: 0.25
Time value: 0.18
Break-even: 109.30
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 7.50%
Delta: 0.67
Theta: -0.06
Omega: 16.70
Rho: 0.04
 

Quote data

Open: 0.470
High: 0.530
Low: 0.470
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+82.76%
1 Month  
+253.33%
3 Months  
+165.00%
YTD  
+12.77%
1 Year
  -55.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.250
1M High / 1M Low: 0.470 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: 2023-05-30 1.190
52W Low: 2024-05-16 0.100
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.211
Avg. volume 1M:   0.000
Avg. price 6M:   0.422
Avg. volume 6M:   0.000
Avg. price 1Y:   0.525
Avg. volume 1Y:   0.000
Volatility 1M:   408.90%
Volatility 6M:   278.67%
Volatility 1Y:   216.86%
Volatility 3Y:   -