OverviewChartNewsTraderScreen

JP Morgan Call 155 P911 20.12.202.../  DE000JS8MC69  /

EUWAX
2024-06-19  10:35:23 AM Chg.-0.001 Bid8:31:10 PM Ask8:31:10 PM Underlying Strike price Expiration date Option type
0.007EUR -12.50% 0.006
Bid Size: 3,000		 0.046
Ask Size: 3,000		 PORSCHE AG VZ 155.00 - 2024-12-20 Call
 

Master data

WKN: JS8MC6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PORSCHE AG VZ
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 2024-12-20
Issue date: 2023-03-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 187.78
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.27
Parity: -8.55
Time value: 0.04
Break-even: 155.37
Moneyness: 0.45
Premium: 1.24
Premium p.a.: 3.94
Spread abs.: 0.03
Spread %: 428.57%
Delta: 0.04
Theta: -0.01
Omega: 7.18
Rho: 0.01
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -75.86%
3 Months
  -86.79%
YTD
  -82.93%
1 Year
  -98.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.007
1M High / 1M Low: 0.024 0.007
6M High / 6M Low: 0.070 0.007
High (YTD): 2024-04-15 0.070
Low (YTD): 2024-06-14 0.007
52W High: 2023-06-19 0.660
52W Low: 2024-06-14 0.007
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.035
Avg. volume 6M:   0.000
Avg. price 1Y:   0.152
Avg. volume 1Y:   0.000
Volatility 1M:   203.83%
Volatility 6M:   186.25%
Volatility 1Y:   165.78%
Volatility 3Y:   -