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JP Morgan Call 155 PRG 17.01.2025/  DE000JS5L1D1  /

EUWAX
2024-06-07  9:22:27 AM Chg.+0.19 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
1.75EUR +12.18% -
Bid Size: -		 -
Ask Size: -		 PROCTER GAMBLE 155.00 - 2025-01-17 Call
 

Master data

WKN: JS5L1D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 2025-01-17
Issue date: 2022-12-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.26
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.12
Parity: -0.03
Time value: 1.67
Break-even: 171.70
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.10
Spread %: 6.37%
Delta: 0.58
Theta: -0.04
Omega: 5.39
Rho: 0.45
 

Quote data

Open: 1.75
High: 1.75
Low: 1.75
Previous Close: 1.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.68%
1 Month  
+10.76%
3 Months  
+34.62%
YTD  
+118.75%
1 Year  
+53.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.65 1.36
1M High / 1M Low: 1.77 1.27
6M High / 6M Low: 1.77 0.73
High (YTD): 2024-05-22 1.77
Low (YTD): 2024-01-23 0.84
52W High: 2024-05-22 1.77
52W Low: 2023-12-21 0.73
Avg. price 1W:   1.50
Avg. volume 1W:   0.00
Avg. price 1M:   1.60
Avg. volume 1M:   45.45
Avg. price 6M:   1.26
Avg. volume 6M:   8.06
Avg. price 1Y:   1.31
Avg. volume 1Y:   3.92
Volatility 1M:   97.74%
Volatility 6M:   95.51%
Volatility 1Y:   90.23%
Volatility 3Y:   -