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JP Morgan Call 165 P911 20.12.202.../  DE000JS8MC77  /

EUWAX
2024-06-19  10:35:23 AM Chg.- Bid8:04:12 AM Ask8:04:12 AM Underlying Strike price Expiration date Option type
0.005EUR - 0.005
Bid Size: 1,000		 0.025
Ask Size: 1,000		 PORSCHE AG VZ 165.00 - 2024-12-20 Call
 

Master data

WKN: JS8MC7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PORSCHE AG VZ
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 2024-12-20
Issue date: 2023-03-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 154.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.27
Parity: -9.55
Time value: 0.05
Break-even: 165.45
Moneyness: 0.42
Premium: 1.38
Premium p.a.: 4.59
Spread abs.: 0.04
Spread %: 800.00%
Delta: 0.04
Theta: -0.01
Omega: 6.54
Rho: 0.01
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -72.22%
3 Months
  -88.37%
YTD
  -84.85%
1 Year
  -99.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.005
1M High / 1M Low: 0.018 0.005
6M High / 6M Low: 0.054 0.005
High (YTD): 2024-04-15 0.054
Low (YTD): 2024-06-19 0.005
52W High: 2023-06-20 0.500
52W Low: 2024-06-19 0.005
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.027
Avg. volume 6M:   0.000
Avg. price 1Y:   0.117
Avg. volume 1Y:   0.000
Volatility 1M:   195.23%
Volatility 6M:   187.45%
Volatility 1Y:   167.68%
Volatility 3Y:   -