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JP Morgan Call 195 UWS 21.06.2024/  DE000JS81KZ4  /

EUWAX
2024-06-05  10:05:54 AM Chg.+0.100 Bid11:02:11 AM Ask11:02:11 AM Underlying Strike price Expiration date Option type
0.870EUR +12.99% 0.910
Bid Size: 2,000		 1.010
Ask Size: 2,000		 WASTE MANAGEMENT 195.00 - 2024-06-21 Call
 

Master data

WKN: JS81KZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WASTE MANAGEMENT
Type: Warrant
Option type: Call
Strike price: 195.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.70
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.14
Parity: -0.79
Time value: 0.95
Break-even: 204.50
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 6.58
Spread abs.: 0.10
Spread %: 11.76%
Delta: 0.44
Theta: -0.40
Omega: 8.69
Rho: 0.03
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.18%
1 Month
  -37.86%
3 Months
  -44.59%
YTD  
+190.00%
1 Year  
+64.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 0.770
1M High / 1M Low: 1.670 0.770
6M High / 6M Low: 2.070 0.180
High (YTD): 2024-03-28 2.070
Low (YTD): 2024-01-08 0.250
52W High: 2024-03-28 2.070
52W Low: 2023-10-02 0.095
Avg. price 1W:   1.066
Avg. volume 1W:   0.000
Avg. price 1M:   1.391
Avg. volume 1M:   0.000
Avg. price 6M:   1.096
Avg. volume 6M:   0.000
Avg. price 1Y:   0.689
Avg. volume 1Y:   0.000
Volatility 1M:   240.46%
Volatility 6M:   168.81%
Volatility 1Y:   203.88%
Volatility 3Y:   -