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JP Morgan Call 12 TME 19.07.2024/  DE000JS4F9X1  /

EUWAX
2024-05-20  8:39:52 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.330EUR - -
Bid Size: -		 -
Ask Size: -		 Tencent Music Entert... 12.00 - 2024-07-19 Call
 

Master data

WKN: JS4F9X
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tencent Music Entertainment Group
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2024-07-19
Issue date: 2023-01-24
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.64
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.18
Implied volatility: 1.84
Historic volatility: 0.39
Parity: 0.18
Time value: 0.20
Break-even: 15.80
Moneyness: 1.15
Premium: 0.14
Premium p.a.: 3.57
Spread abs.: 0.07
Spread %: 22.58%
Delta: 0.70
Theta: -0.04
Omega: 2.57
Rho: 0.01
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.340
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -2.94%
3 Months  
+400.00%
YTD  
+791.89%
1 Year  
+307.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.340 0.330
6M High / 6M Low: 0.340 0.020
High (YTD): 2024-05-17 0.340
Low (YTD): 2024-01-22 0.020
52W High: 2024-05-17 0.340
52W Low: 2024-01-22 0.020
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.335
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   0.000
Avg. price 1Y:   0.057
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   249.91%
Volatility 1Y:   234.34%
Volatility 3Y:   -