JP Morgan Call 160 JNJ 21.06.2024/  DE000JQ58H21  /

EUWAX
2024-06-17  10:02:10 AM Chg.0.000 Bid9:15:53 PM Ask9:15:53 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 15,000
0.031
Ask Size: 15,000
JOHNSON + JOHNSON ... 160.00 - 2024-06-21 Call
 

Master data

WKN: JQ58H2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2022-09-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 424.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.15
Parity: -2.40
Time value: 0.03
Break-even: 160.32
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 1,500.00%
Delta: 0.06
Theta: -0.20
Omega: 24.37
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
  -98.25%
3 Months
  -99.80%
YTD
  -99.82%
1 Year
  -99.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.060 0.001
6M High / 6M Low: 0.830 0.001
High (YTD): 2024-01-03 0.830
Low (YTD): 2024-06-14 0.001
52W High: 2023-08-21 1.900
52W Low: 2024-06-14 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   236
Avg. price 1M:   0.014
Avg. volume 1M:   82.095
Avg. price 6M:   0.338
Avg. volume 6M:   165.642
Avg. price 1Y:   0.689
Avg. volume 1Y:   181.917
Volatility 1M:   681.43%
Volatility 6M:   493.51%
Volatility 1Y:   366.49%
Volatility 3Y:   -