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JP Morgan Call 195 UWS 21.06.2024/  DE000JS81KZ4  /

EUWAX
6/7/2024  10:09:11 AM Chg.-0.050 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.790EUR -5.95% -
Bid Size: -		 -
Ask Size: -		 WASTE MANAGEMENT 195.00 - 6/21/2024 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: 6/21/2024
Issue date: 3/10/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.15
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.14
Parity: -0.93
Time value: 0.71
Break-even: 202.10
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 9.82
Spread abs.: 0.09
Spread %: 14.52%
Delta: 0.40
Theta: -0.41
Omega: 10.45
Rho: 0.02
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.46%
1 Month
  -48.03%
3 Months
  -50.31%
YTD  
+163.33%
1 Year  
+75.56%
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 0.200
High (YTD): 3/28/2024 2.070
Low (YTD): 1/8/2024 0.250
52W High: 3/28/2024 2.070
52W Low: 10/2/2023 0.095
Avg. price 1W:   0.938
Avg. volume 1W:   0.000
Avg. price 1M:   1.293
Avg. volume 1M:   0.000
Avg. price 6M:   1.119
Avg. volume 6M:   0.000
Avg. price 1Y:   0.694
Avg. volume 1Y:   0.000
Volatility 1M:   241.93%
Volatility 6M:   167.64%
Volatility 1Y:   203.87%
Volatility 3Y:   -