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JP Morgan Call 180 PRG 17.01.2025/  DE000JS5L1J8  /

EUWAX
07/06/2024  09:22:28 Chg.+0.070 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.360EUR +24.14% -
Bid Size: -		 -
Ask Size: -		 PROCTER GAMBLE 180.00 - 17/01/2025 Call
 

Master data

WKN: JS5L1J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 17/01/2025
Issue date: 29/12/2022
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.82
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.12
Parity: -2.53
Time value: 0.42
Break-even: 184.20
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.33
Spread abs.: 0.10
Spread %: 31.25%
Delta: 0.27
Theta: -0.02
Omega: 9.86
Rho: 0.23
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+63.64%
1 Month     0.00%
3 Months  
+16.13%
YTD  
+100.00%
1 Year
  -7.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.260
1M High / 1M Low: 0.390 0.200
6M High / 6M Low: 0.410 0.170
High (YTD): 08/02/2024 0.410
Low (YTD): 12/04/2024 0.180
52W High: 09/08/2023 0.680
52W Low: 21/12/2023 0.170
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.320
Avg. volume 1M:   0.000
Avg. price 6M:   0.278
Avg. volume 6M:   0.000
Avg. price 1Y:   0.375
Avg. volume 1Y:   0.000
Volatility 1M:   208.20%
Volatility 6M:   166.72%
Volatility 1Y:   142.75%
Volatility 3Y:   -