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JP Morgan Call 170 4AB 21.06.2024/  DE000JS5NQ40  /

EUWAX
2024-05-29  10:47:36 AM Chg.-0.012 Bid4:14:16 PM Ask4:14:16 PM Underlying Strike price Expiration date Option type
0.015EUR -44.44% 0.025
Bid Size: 30,000		 0.035
Ask Size: 30,000		 ABBVIE INC. D... 170.00 - 2024-06-21 Call
 

Master data

WKN: JS5NQ4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-06-21
Issue date: 2022-12-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 340.84
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.17
Parity: -2.68
Time value: 0.04
Break-even: 170.42
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 14.91
Spread abs.: 0.02
Spread %: 90.91%
Delta: 0.06
Theta: -0.04
Omega: 22.11
Rho: 0.01
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.027
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -85.00%
1 Month
  -91.18%
3 Months
  -98.72%
YTD
  -95.00%
1 Year
  -96.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.027
1M High / 1M Low: 0.210 0.027
6M High / 6M Low: 1.470 0.027
High (YTD): 2024-03-13 1.470
Low (YTD): 2024-05-28 0.027
52W High: 2024-03-13 1.470
52W Low: 2024-05-28 0.027
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.654
Avg. volume 6M:   0.000
Avg. price 1Y:   0.519
Avg. volume 1Y:   0.000
Volatility 1M:   332.37%
Volatility 6M:   249.26%
Volatility 1Y:   214.48%
Volatility 3Y:   -