OverviewChartNewsTraderScreen

JP Morgan Call 11 TME 19.07.2024/  DE000JS4F9Z6  /

EUWAX
2024-05-20  8:39:52 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.420EUR - -
Bid Size: -		 -
Ask Size: -		 Tencent Music Entert... 11.00 - 2024-07-19 Call
 

Master data

WKN: JS4F9Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tencent Music Entertainment Group
Type: Warrant
Option type: Call
Strike price: 11.00 -
Maturity: 2024-07-19
Issue date: 2023-01-24
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.25
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.26
Implied volatility: 1.43
Historic volatility: 0.39
Parity: 0.26
Time value: 0.16
Break-even: 15.20
Moneyness: 1.24
Premium: 0.11
Premium p.a.: 1.10
Spread abs.: 0.02
Spread %: 5.00%
Delta: 0.75
Theta: -0.02
Omega: 2.44
Rho: 0.01
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.430
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+110.00%
3 Months  
+281.82%
YTD  
+677.78%
1 Year  
+361.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.420
1M High / 1M Low: 0.430 0.200
6M High / 6M Low: 0.430 0.032
High (YTD): 2024-05-17 0.430
Low (YTD): 2024-01-22 0.032
52W High: 2024-05-17 0.430
52W Low: 2023-10-04 0.026
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   0.081
Avg. volume 1Y:   0.000
Volatility 1M:   199.66%
Volatility 6M:   218.90%
Volatility 1Y:   209.61%
Volatility 3Y:   -