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JP Morgan Call 12 UAA 20.09.2024/  DE000JS551C8  /

EUWAX
2024-05-31  11:37:18 AM Chg.-0.009 Bid6:31:26 PM Ask6:31:26 PM Underlying Strike price Expiration date Option type
0.023EUR -28.13% 0.035
Bid Size: 5,000		 0.240
Ask Size: 5,000		 Under Armour Inc 12.00 - 2024-09-20 Call
 

Master data

WKN: JS551C
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Under Armour Inc
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2024-09-20
Issue date: 2023-02-10
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 12.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.19
Historic volatility: 0.36
Parity: -5.58
Time value: 0.53
Break-even: 12.53
Moneyness: 0.53
Premium: 0.95
Premium p.a.: 7.86
Spread abs.: 0.51
Spread %: 2,020.00%
Delta: 0.27
Theta: -0.01
Omega: 3.32
Rho: 0.00
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.032
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month
  -32.35%
3 Months
  -95.11%
YTD
  -96.10%
1 Year
  -95.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.017
1M High / 1M Low: 0.036 0.017
6M High / 6M Low: 0.750 0.017
High (YTD): 2024-01-02 0.580
Low (YTD): 2024-05-27 0.017
52W High: 2023-07-19 0.860
52W Low: 2024-05-27 0.017
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.238
Avg. volume 6M:   0.000
Avg. price 1Y:   0.378
Avg. volume 1Y:   0.000
Volatility 1M:   332.78%
Volatility 6M:   231.76%
Volatility 1Y:   205.84%
Volatility 3Y:   -