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JP Morgan Call 190 SIE 21.06.2024/  DE000JS38P08  /

EUWAX
5/31/2024  8:25:24 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.016EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 190.00 - 6/21/2024 Call
 

Master data

WKN: JS38P0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 6/21/2024
Issue date: 12/28/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 320.47
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -1.37
Time value: 0.06
Break-even: 190.55
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 3.15
Spread abs.: 0.03
Spread %: 120.00%
Delta: 0.11
Theta: -0.05
Omega: 35.99
Rho: 0.01
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.67%
1 Month
  -92.73%
3 Months
  -97.71%
YTD
  -95.56%
1 Year
  -97.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.054 0.016
1M High / 1M Low: 0.560 0.016
6M High / 6M Low: 0.730 0.016
High (YTD): 3/18/2024 0.730
Low (YTD): 5/31/2024 0.016
52W High: 6/16/2023 0.800
52W Low: 5/31/2024 0.016
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.270
Avg. volume 6M:   0.000
Avg. price 1Y:   0.245
Avg. volume 1Y:   0.000
Volatility 1M:   555.80%
Volatility 6M:   313.97%
Volatility 1Y:   265.55%
Volatility 3Y:   -