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JP Morgan Call 175 PEP 21.06.2024/  DE000JS6NSK9  /

EUWAX
2024-06-14  11:51:53 AM Chg.- Bid9:07:04 AM Ask9:07:04 AM Underlying Strike price Expiration date Option type
0.003EUR - 0.002
Bid Size: 500		 0.300
Ask Size: 500		 PEPSICO INC. DL-... 175.00 - 2024-06-21 Call
 

Master data

WKN: JS6NSK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PEPSICO INC. DL-,0166
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 76.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.32
Historic volatility: 0.15
Parity: -2.19
Time value: 0.20
Break-even: 177.00
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.00
Spread abs.: 0.20
Spread %: 9,900.00%
Delta: 0.18
Theta: -0.71
Omega: 14.12
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -94.44%
1 Month
  -99.65%
3 Months
  -98.33%
YTD
  -99.48%
1 Year
  -99.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.054 0.003
1M High / 1M Low: 0.850 0.003
6M High / 6M Low: 0.850 0.003
High (YTD): 2024-05-17 0.850
Low (YTD): 2024-06-14 0.003
52W High: 2023-07-27 2.380
52W Low: 2024-06-14 0.003
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.276
Avg. volume 1M:   0.000
Avg. price 6M:   0.378
Avg. volume 6M:   0.000
Avg. price 1Y:   0.838
Avg. volume 1Y:   0.000
Volatility 1M:   574.15%
Volatility 6M:   404.52%
Volatility 1Y:   297.36%
Volatility 3Y:   -