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JP Morgan Call 14 TME 19.07.2024/  DE000JS4FA64  /

EUWAX
2024-05-27  1:02:23 PM Chg.+0.050 Bid3:31:08 PM Ask3:31:08 PM Underlying Strike price Expiration date Option type
0.150EUR +50.00% 0.150
Bid Size: 15,000		 0.190
Ask Size: 15,000		 Tencent Music Entert... 14.00 - 2024-07-19 Call
 

Master data

WKN: JS4FA6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tencent Music Entertainment Group
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-07-19
Issue date: 2023-01-24
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.53
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.39
Parity: -0.04
Time value: 0.16
Break-even: 15.60
Moneyness: 0.97
Premium: 0.14
Premium p.a.: 1.51
Spread abs.: 0.04
Spread %: 33.33%
Delta: 0.54
Theta: -0.02
Omega: 4.59
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month  
+194.12%
3 Months  
+368.75%
YTD  
+733.33%
1 Year  
+177.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.100
1M High / 1M Low: 0.180 0.050
6M High / 6M Low: 0.180 0.009
High (YTD): 2024-05-17 0.180
Low (YTD): 2024-01-22 0.009
52W High: 2024-05-17 0.180
52W Low: 2024-01-22 0.009
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.036
Avg. volume 6M:   0.000
Avg. price 1Y:   0.031
Avg. volume 1Y:   0.000
Volatility 1M:   384.70%
Volatility 6M:   306.57%
Volatility 1Y:   276.58%
Volatility 3Y:   -