JP Morgan Call 195 UWS 21.06.2024
/ DE000JS81KZ4
JP Morgan Call 195 UWS 21.06.2024/ DE000JS81KZ4 /
| 31/05/2024 12:22:59 |
Chg.+0.19 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+20.43% |
-
Bid Size: - |
-
Ask Size: - |
WASTE MANAGEMENT |
195.00 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
10/03/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.14 |
| Parity: |
-0.08 |
| Time value: |
1.28 |
| Break-even: |
207.80 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
2.42 |
| Spread abs.: |
-0.20 |
| Spread %: |
-13.51% |
| Delta: |
0.53 |
| Theta: |
-0.33 |
| Omega: |
8.03 |
| Rho: |
0.05 |
Quote data
| Open: |
1.10 |
| High: |
1.12 |
| Low: |
1.10 |
| Previous Close: |
0.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.57% |
| 1 Month |
|
|
-20.57% |
| 3 Months |
|
|
-24.83% |
| YTD |
|
|
+273.33% |
| 1 Year |
|
|
+107.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
0.93 |
| 1M High / 1M Low: |
1.67 |
0.93 |
| 6M High / 6M Low: |
2.07 |
0.18 |
| High (YTD): |
28/03/2024 |
2.07 |
| Low (YTD): |
08/01/2024 |
0.25 |
| 52W High: |
28/03/2024 |
2.07 |
| 52W Low: |
02/10/2023 |
0.09 |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
153.19% |
| Volatility 6M: |
|
152.59% |
| Volatility 1Y: |
|
197.44% |
| Volatility 3Y: |
|
- |
