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JP Morgan Call 168 USD/JPY 20.12..../  DE000JL74SH5  /

EUWAX
5/16/2024  11:57:39 AM Chg.-0.020 Bid1:27:37 PM Ask1:27:37 PM Underlying Strike price Expiration date Option type
0.220EUR -8.33% 0.230
Bid Size: 50,000		 0.240
Ask Size: 50,000		 - 168.00 JPY 12/20/2024 Call
 

Master data

WKN: JL74SH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 168.00 JPY
Maturity: 12/20/2024
Issue date: 7/31/2023
Last trading day: 12/19/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 8,152,610.62
Leverage: Yes

Calculated values

Fair value: 2,608,835.28
Intrinsic value: 0.00
Implied volatility: 0.02
Historic volatility: 14.46
Parity: -220,790.85
Time value: 0.32
Break-even: 28,296.27
Moneyness: 0.92
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.07
Spread %: 28.00%
Delta: 0.00
Theta: 0.00
Omega: 302.33
Rho: 0.01
 

Quote data

Open: 0.210
High: 0.220
Low: 0.210
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.11%
1 Month
  -33.33%
3 Months
  -8.33%
YTD  
+46.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.240
1M High / 1M Low: 0.580 0.240
6M High / 6M Low: 0.580 0.076
High (YTD): 4/30/2024 0.580
Low (YTD): 3/13/2024 0.076
52W High: - -
52W Low: - -
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.346
Avg. volume 1M:   0.000
Avg. price 6M:   0.213
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   304.46%
Volatility 6M:   217.95%
Volatility 1Y:   -
Volatility 3Y:   -