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JP Morgan Call 135 P911 20.12.202.../  DE000JS8MC44  /

EUWAX
6/18/2024  10:35:35 AM Chg.-0.001 Bid5:36:05 PM Ask5:36:05 PM Underlying Strike price Expiration date Option type
0.015EUR -6.25% 0.013
Bid Size: 3,000		 0.053
Ask Size: 3,000		 PORSCHE AG VZ 135.00 - 12/20/2024 Call
 

Master data

WKN: JS8MC4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PORSCHE AG VZ
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 12/20/2024
Issue date: 3/15/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 152.26
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.27
Parity: -6.50
Time value: 0.05
Break-even: 135.46
Moneyness: 0.52
Premium: 0.93
Premium p.a.: 2.67
Spread abs.: 0.03
Spread %: 187.50%
Delta: 0.05
Theta: -0.01
Omega: 7.70
Rho: 0.02
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -73.68%
3 Months
  -83.87%
YTD
  -78.57%
1 Year
  -98.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.013
1M High / 1M Low: 0.047 0.013
6M High / 6M Low: 0.140 0.013
High (YTD): 4/15/2024 0.140
Low (YTD): 6/13/2024 0.013
52W High: 6/19/2023 1.110
52W Low: 6/13/2024 0.013
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.065
Avg. volume 6M:   0.000
Avg. price 1Y:   0.272
Avg. volume 1Y:   0.000
Volatility 1M:   199.46%
Volatility 6M:   194.71%
Volatility 1Y:   169.44%
Volatility 3Y:   -