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JP Morgan Call 180 PRG 17.01.2025/  DE000JS5L1J8  /

EUWAX
17/05/2024  09:05:42 Chg.+0.040 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
0.390EUR +11.43% -
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: 31.52
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.13
Parity: -2.55
Time value: 0.49
Break-even: 184.90
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.31
Spread abs.: 0.10
Spread %: 25.64%
Delta: 0.29
Theta: -0.03
Omega: 9.08
Rho: 0.27
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+85.71%
3 Months  
+39.29%
YTD  
+116.67%
1 Year
  -45.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.330
1M High / 1M Low: 0.390 0.210
6M High / 6M Low: 0.410 0.170
High (YTD): 08/02/2024 0.410
Low (YTD): 12/04/2024 0.180
52W High: 18/05/2023 0.720
52W Low: 21/12/2023 0.170
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   0.384
Avg. volume 1Y:   0.000
Volatility 1M:   129.41%
Volatility 6M:   155.09%
Volatility 1Y:   135.25%
Volatility 3Y:   -