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JP Morgan Call 170 4AB 21.06.2024/  DE000JS5NQ40  /

EUWAX
2024-05-29  10:47:36 AM Chg.- Bid8:05:38 AM Ask8:05:38 AM Underlying Strike price Expiration date Option type
0.015EUR - 0.016
Bid Size: 3,000		 0.046
Ask Size: 3,000		 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: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.19%
1 Month
  -91.18%
3 Months
  -98.72%
YTD
  -95.00%
1 Year
  -95.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.015
1M High / 1M Low: 0.210 0.015
6M High / 6M Low: 1.470 0.015
High (YTD): 2024-03-13 1.470
Low (YTD): 2024-05-29 0.015
52W High: 2024-03-13 1.470
52W Low: 2024-05-29 0.015
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.653
Avg. volume 6M:   0.000
Avg. price 1Y:   0.517
Avg. volume 1Y:   0.000
Volatility 1M:   356.16%
Volatility 6M:   250.95%
Volatility 1Y:   218.64%
Volatility 3Y:   -