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JP Morgan Call 200 ALD 21.06.2024/  DE000JS8ZLZ2  /

EUWAX
17/05/2024  10:38:13 Chg.+0.190 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
0.830EUR +29.69% -
Bid Size: -		 -
Ask Size: -		 HONEYWELL INTL ... 200.00 - 21/06/2024 Call
 

Master data

WKN: JS8ZLZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HONEYWELL INTL DL1
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 21/06/2024
Issue date: 06/03/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.89
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.15
Parity: -0.99
Time value: 0.91
Break-even: 209.10
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 1.70
Spread abs.: 0.08
Spread %: 9.64%
Delta: 0.42
Theta: -0.19
Omega: 8.86
Rho: 0.07
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+88.64%
1 Month  
+159.38%
3 Months  
+9.21%
YTD
  -50.30%
1 Year
  -55.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.440
1M High / 1M Low: 0.640 0.210
6M High / 6M Low: 1.710 0.210
High (YTD): 02/01/2024 1.660
Low (YTD): 07/05/2024 0.210
52W High: 04/07/2023 2.360
52W Low: 07/05/2024 0.210
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.359
Avg. volume 1M:   0.000
Avg. price 6M:   0.843
Avg. volume 6M:   80.645
Avg. price 1Y:   1.121
Avg. volume 1Y:   39.063
Volatility 1M:   358.57%
Volatility 6M:   212.89%
Volatility 1Y:   172.60%
Volatility 3Y:   -