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JP Morgan Call 190 TII 21.06.2024/  DE000JS59NB5  /

EUWAX
2024-06-11  8:38:14 AM Chg.+0.140 Bid4:14:31 PM Ask4:14:31 PM Underlying Strike price Expiration date Option type
0.800EUR +21.21% 0.630
Bid Size: 25,000		 0.660
Ask Size: 25,000		 TEXAS INSTR. ... 190.00 - 2024-06-21 Call
 

Master data

WKN: JS59NB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: TEXAS INSTR. DL 1
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.40
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.96
Historic volatility: 0.22
Parity: -0.64
Time value: 0.90
Break-even: 199.00
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 17.90
Spread abs.: 0.10
Spread %: 12.50%
Delta: 0.45
Theta: -0.59
Omega: 9.15
Rho: 0.02
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.93%
1 Month  
+135.29%
3 Months  
+122.22%
YTD  
+66.67%
1 Year
  -35.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.570
1M High / 1M Low: 1.150 0.380
6M High / 6M Low: 1.150 0.071
High (YTD): 2024-05-23 1.150
Low (YTD): 2024-04-22 0.071
52W High: 2023-07-21 1.680
52W Low: 2024-04-22 0.071
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   0.779
Avg. volume 1M:   0.000
Avg. price 6M:   0.346
Avg. volume 6M:   0.000
Avg. price 1Y:   0.565
Avg. volume 1Y:   0.000
Volatility 1M:   280.41%
Volatility 6M:   419.37%
Volatility 1Y:   325.72%
Volatility 3Y:   -