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JP Morgan Call 175 4AB 21.06.2024/  DE000JS5NQ57  /

EUWAX
2024-05-29  10:47:36 AM Chg.- Bid8:05:38 AM Ask8:05:38 AM Underlying Strike price Expiration date Option type
0.008EUR - 0.009
Bid Size: 2,000		 0.039
Ask Size: 2,000		 ABBVIE INC. D... 175.00 - 2024-06-21 Call
 

Master data

WKN: JS5NQ5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 2024-06-21
Issue date: 2022-12-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 349.16
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.17
Parity: -3.18
Time value: 0.04
Break-even: 175.41
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 24.15
Spread abs.: 0.03
Spread %: 272.73%
Delta: 0.06
Theta: -0.04
Omega: 20.15
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.011
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.22%
1 Month
  -90.36%
3 Months
  -99.09%
YTD
  -96.00%
1 Year
  -97.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.008
1M High / 1M Low: 0.100 0.008
6M High / 6M Low: 1.140 0.008
High (YTD): 2024-03-13 1.140
Low (YTD): 2024-05-29 0.008
52W High: 2024-03-13 1.140
52W Low: 2024-05-29 0.008
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.471
Avg. volume 6M:   112.903
Avg. price 1Y:   0.382
Avg. volume 1Y:   54.688
Volatility 1M:   346.75%
Volatility 6M:   282.54%
Volatility 1Y:   240.54%
Volatility 3Y:   -