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JP Morgan Call 115 MCHP 21.06.202.../  DE000JS7L119  /

EUWAX
2024-06-05  10:44:53 AM Chg.-0.002 Bid4:55:34 PM Ask4:55:34 PM Underlying Strike price Expiration date Option type
0.001EUR -66.67% 0.001
Bid Size: 15,000		 0.016
Ask Size: 15,000		 Microchip Technology... 115.00 - 2024-06-21 Call
 

Master data

WKN: JS7L11
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Microchip Technology Inc
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2024-06-21
Issue date: 2023-02-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 278.66
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.29
Parity: -2.86
Time value: 0.03
Break-even: 115.31
Moneyness: 0.75
Premium: 0.33
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 3,000.00%
Delta: 0.05
Theta: -0.05
Omega: 14.98
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.00%
1 Month
  -95.24%
3 Months
  -98.00%
YTD
  -99.38%
1 Year
  -99.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.003
1M High / 1M Low: 0.026 0.003
6M High / 6M Low: 0.220 0.003
High (YTD): 2024-03-08 0.150
Low (YTD): 2024-06-04 0.003
52W High: 2023-07-31 0.610
52W Low: 2024-06-04 0.003
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.060
Avg. volume 6M:   0.000
Avg. price 1Y:   0.154
Avg. volume 1Y:   0.000
Volatility 1M:   1,026.14%
Volatility 6M:   603.94%
Volatility 1Y:   456.59%
Volatility 3Y:   -