JP Morgan Call 115 SY1 21.06.2024
/ DE000JS9R4G8
JP Morgan Call 115 SY1 21.06.2024/ DE000JS9R4G8 /
| 2024-05-30 3:17:49 PM |
Chg.+0.013 |
Bid4:03:31 PM |
Ask4:03:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
+38.24% |
0.056
Bid Size: 50,000 |
0.071
Ask Size: 50,000 |
SYMRISE AG INH. O.N. |
115.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JS9R4G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
145.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
-0.75 |
| Time value: |
0.07 |
| Break-even: |
115.74 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
2.41 |
| Spread abs.: |
0.04 |
| Spread %: |
117.65% |
| Delta: |
0.19 |
| Theta: |
-0.05 |
| Omega: |
26.95 |
| Rho: |
0.01 |
Quote data
| Open: |
0.045 |
| High: |
0.047 |
| Low: |
0.045 |
| Previous Close: |
0.034 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+88.00% |
| 1 Month |
|
|
+123.81% |
| 3 Months |
|
|
-26.56% |
| YTD |
|
|
-73.89% |
| 1 Year |
|
|
-94.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.049 |
0.018 |
| 1M High / 1M Low: |
0.049 |
0.007 |
| 6M High / 6M Low: |
0.430 |
0.007 |
| High (YTD): |
2024-03-25 |
0.380 |
| Low (YTD): |
2024-05-16 |
0.007 |
| 52W High: |
2023-05-30 |
0.790 |
| 52W Low: |
2024-05-16 |
0.007 |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.145 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.256 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
682.31% |
| Volatility 6M: |
|
385.82% |
| Volatility 1Y: |
|
291.72% |
| Volatility 3Y: |
|
- |
