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JP Morgan Call 115 ORC 21.06.2024/  DE000JS3K3Q2  /

EUWAX
2024-06-12  12:20:37 PM Chg.- Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.85EUR - -
Bid Size: -		 -
Ask Size: -		 ORACLE CORP. D... 115.00 - 2024-06-21 Call
 

Master data

WKN: JS3K3Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ORACLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2024-06-21
Issue date: 2022-12-06
Last trading day: 2024-06-13
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.11
Leverage: Yes

Calculated values

Fair value: 1.66
Intrinsic value: 1.66
Implied volatility: 1.67
Historic volatility: 0.31
Parity: 1.66
Time value: 0.19
Break-even: 133.50
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 4.85
Spread abs.: -0.23
Spread %: -11.06%
Delta: 0.83
Theta: -0.84
Omega: 5.93
Rho: 0.01
 

Quote data

Open: 1.85
High: 1.85
Low: 1.85
Previous Close: 1.04
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+77.88%
1 Month  
+103.30%
3 Months  
+27.59%
YTD  
+277.55%
1 Year
  -17.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.85 1.04
1M High / 1M Low: 1.85 0.57
6M High / 6M Low: 1.85 0.36
High (YTD): 2024-06-12 1.85
Low (YTD): 2024-01-03 0.36
52W High: 2023-09-11 2.23
52W Low: 2023-12-15 0.33
Avg. price 1W:   1.44
Avg. volume 1W:   0.00
Avg. price 1M:   0.96
Avg. volume 1M:   0.00
Avg. price 6M:   0.84
Avg. volume 6M:   0.00
Avg. price 1Y:   1.06
Avg. volume 1Y:   0.00
Volatility 1M:   359.54%
Volatility 6M:   255.82%
Volatility 1Y:   216.89%
Volatility 3Y:   -