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JP Morgan Call 15.5 DBK 21.06.202.../  DE000JS39VU0  /

EUWAX
2024-06-06  8:25:01 AM Chg.-0.030 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.170EUR -15.00% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 15.50 - 2024-06-21 Call
 

Master data

WKN: JS39VU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 15.50 -
Maturity: 2024-06-21
Issue date: 2022-12-28
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 75.05
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.26
Parity: -0.49
Time value: 0.20
Break-even: 15.70
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 1.99
Spread abs.: 0.03
Spread %: 17.65%
Delta: 0.33
Theta: -0.01
Omega: 24.61
Rho: 0.00
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.38%
1 Month
  -56.41%
3 Months  
+93.18%
YTD
  -10.53%
1 Year
  -15.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.200
1M High / 1M Low: 0.750 0.200
6M High / 6M Low: 1.240 0.056
High (YTD): 2024-04-26 1.240
Low (YTD): 2024-02-27 0.056
52W High: 2024-04-26 1.240
52W Low: 2024-02-27 0.056
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.506
Avg. volume 1M:   0.000
Avg. price 6M:   0.265
Avg. volume 6M:   0.000
Avg. price 1Y:   0.192
Avg. volume 1Y:   0.000
Volatility 1M:   307.67%
Volatility 6M:   322.52%
Volatility 1Y:   252.82%
Volatility 3Y:   -