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JP Morgan Call 17.5 DBK 21.06.202.../  DE000JS36L53  /

EUWAX
6/6/2024  8:24:39 AM Chg.-0.001 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.004EUR -20.00% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 17.50 - 6/21/2024 Call
 

Master data

WKN: JS36L5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 17.50 -
Maturity: 6/21/2024
Issue date: 12/28/2022
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 277.96
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.26
Parity: -2.49
Time value: 0.05
Break-even: 17.55
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 44.14
Spread abs.: 0.05
Spread %: 1,250.00%
Delta: 0.08
Theta: -0.01
Omega: 22.11
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.64%
1 Month
  -93.22%
3 Months
  -87.88%
YTD
  -95.40%
1 Year
  -96.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.005
1M High / 1M Low: 0.110 0.005
6M High / 6M Low: 0.290 0.005
High (YTD): 4/26/2024 0.290
Low (YTD): 6/5/2024 0.005
52W High: 4/26/2024 0.290
52W Low: 6/5/2024 0.005
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.065
Avg. volume 6M:   0.000
Avg. price 1Y:   0.066
Avg. volume 1Y:   19.531
Volatility 1M:   405.36%
Volatility 6M:   385.63%
Volatility 1Y:   292.95%
Volatility 3Y:   -