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JP Morgan Call 195 PRG 17.01.2025/  DE000JS5L1M2  /

EUWAX
5/31/2024  9:17:24 AM Chg.+0.006 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.049EUR +13.95% -
Bid Size: -		 -
Ask Size: -		 PROCTER GAMBLE 195.00 - 1/17/2025 Call
 

Master data

WKN: JS5L1M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 195.00 -
Maturity: 1/17/2025
Issue date: 12/29/2022
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 58.33
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.12
Parity: -4.33
Time value: 0.26
Break-even: 197.60
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.52
Spread abs.: 0.20
Spread %: 356.14%
Delta: 0.17
Theta: -0.02
Omega: 9.73
Rho: 0.14
 

Quote data

Open: 0.049
High: 0.049
Low: 0.049
Previous Close: 0.043
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.53%
1 Month
  -30.00%
3 Months
  -45.56%
YTD
  -27.94%
1 Year
  -72.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.043
1M High / 1M Low: 0.096 0.043
6M High / 6M Low: 0.140 0.043
High (YTD): 2/8/2024 0.140
Low (YTD): 5/30/2024 0.043
52W High: 8/9/2023 0.340
52W Low: 5/30/2024 0.043
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.085
Avg. volume 6M:   0.000
Avg. price 1Y:   0.156
Avg. volume 1Y:   0.000
Volatility 1M:   178.97%
Volatility 6M:   183.38%
Volatility 1Y:   153.37%
Volatility 3Y:   -