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JP Morgan Call 15 J5A 21.06.2024/  DE000JS12005  /

EUWAX
6/19/2024  11:20:57 AM Chg.0.000 Bid4:18:05 PM Ask4:18:05 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 210,000		 0.150
Ask Size: 500		 WB DISCOVERY SER.A D... 15.00 - 6/21/2024 Call
 

Master data

WKN: JS1200
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WB DISCOVERY SER.A DL-,01
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 6/21/2024
Issue date: 10/28/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 11.03
Historic volatility: 0.45
Parity: -0.85
Time value: 0.06
Break-even: 15.61
Moneyness: 0.43
Premium: 1.40
Premium p.a.: 0.00
Spread abs.: 0.06
Spread %: 6,000.00%
Delta: 0.27
Theta: -0.44
Omega: 2.87
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -83.33%
YTD
  -98.59%
1 Year
  -99.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.005 0.001
6M High / 6M Low: 0.094 0.001
High (YTD): 1/3/2024 0.063
Low (YTD): 6/18/2024 0.001
52W High: 8/9/2023 0.270
52W Low: 6/18/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.018
Avg. volume 6M:   0.000
Avg. price 1Y:   0.071
Avg. volume 1Y:   0.000
Volatility 1M:   1,609.60%
Volatility 6M:   648.89%
Volatility 1Y:   487.38%
Volatility 3Y:   -