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JP Morgan Call 175 SND 21.06.2024/  DE000JL05VU6  /

EUWAX
2024-06-13  9:42:34 AM Chg.+0.60 Bid4:55:35 PM Ask4:55:35 PM Underlying Strike price Expiration date Option type
6.12EUR +10.87% 5.63
Bid Size: 10,000		 5.64
Ask Size: 10,000		 SCHNEIDER ELEC. INH.... 175.00 - 2024-06-21 Call
 

Master data

WKN: JL05VU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.55
Leverage: Yes

Calculated values

Fair value: 6.17
Intrinsic value: 6.16
Implied volatility: 2.01
Historic volatility: 0.21
Parity: 6.16
Time value: 0.50
Break-even: 241.60
Moneyness: 1.35
Premium: 0.02
Premium p.a.: 1.60
Spread abs.: 0.50
Spread %: 8.12%
Delta: 0.88
Theta: -0.91
Omega: 3.12
Rho: 0.03
 

Quote data

Open: 6.12
High: 6.12
Low: 6.12
Previous Close: 5.52
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.27%
1 Month  
+5.52%
3 Months  
+63.64%
YTD  
+268.67%
1 Year  
+277.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.55 5.07
1M High / 1M Low: 6.33 5.07
6M High / 6M Low: 6.33 1.08
High (YTD): 2024-05-27 6.33
Low (YTD): 2024-01-05 1.08
52W High: 2024-05-27 6.33
52W Low: 2023-10-26 0.19
Avg. price 1W:   5.35
Avg. volume 1W:   0.00
Avg. price 1M:   5.63
Avg. volume 1M:   0.00
Avg. price 6M:   3.40
Avg. volume 6M:   16.80
Avg. price 1Y:   2.12
Avg. volume 1Y:   8.20
Volatility 1M:   83.80%
Volatility 6M:   104.42%
Volatility 1Y:   169.04%
Volatility 3Y:   -