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JP Morgan Call 13 TME 19.07.2024/  DE000JS4FA56  /

EUWAX
6/25/2024  8:39:25 AM Chg.+0.030 Bid6/25/2024 Ask6/25/2024 Underlying Strike price Expiration date Option type
0.140EUR +27.27% 0.140
Bid Size: 7,500		 0.180
Ask Size: 7,500		 Tencent Music Entert... 13.00 - 7/19/2024 Call
 

Master data

WKN: JS4FA5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tencent Music Entertainment Group
Type: Warrant
Option type: Call
Strike price: 13.00 -
Maturity: 7/19/2024
Issue date: 1/24/2023
Last trading day: 7/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.39
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.03
Implied volatility: 1.21
Historic volatility: 0.39
Parity: 0.03
Time value: 0.15
Break-even: 14.80
Moneyness: 1.02
Premium: 0.11
Premium p.a.: 4.05
Spread abs.: 0.04
Spread %: 28.57%
Delta: 0.59
Theta: -0.03
Omega: 4.39
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -12.50%
3 Months  
+185.71%
YTD  
+438.46%
1 Year  
+174.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.110
1M High / 1M Low: 0.220 0.110
6M High / 6M Low: 0.250 0.013
High (YTD): 5/20/2024 0.250
Low (YTD): 1/22/2024 0.013
52W High: 5/20/2024 0.250
52W Low: 1/22/2024 0.013
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   0.078
Avg. volume 6M:   0.000
Avg. price 1Y:   0.053
Avg. volume 1Y:   0.000
Volatility 1M:   290.15%
Volatility 6M:   299.80%
Volatility 1Y:   265.64%
Volatility 3Y:   -