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JP Morgan Call 205 UWS 21.06.2024/  DE000JS88HR2  /

EUWAX
2024-06-05  9:12:52 AM Chg.+0.030 Bid3:05:53 PM Ask3:05:53 PM Underlying Strike price Expiration date Option type
0.220EUR +15.79% 0.240
Bid Size: 2,000		 0.300
Ask Size: 2,000		 WASTE MANAGEMENT 205.00 - 2024-06-21 Call
 

Master data

WKN: JS88HR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WASTE MANAGEMENT
Type: Warrant
Option type: Call
Strike price: 205.00 -
Maturity: 2024-06-21
Issue date: 2023-03-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.14
Parity: -1.79
Time value: 0.30
Break-even: 208.00
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 10.16
Spread abs.: 0.08
Spread %: 36.36%
Delta: 0.24
Theta: -0.22
Omega: 15.14
Rho: 0.02
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.89%
1 Month
  -64.52%
3 Months
  -76.60%
YTD  
+83.33%
1 Year
  -38.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.190
1M High / 1M Low: 0.830 0.190
6M High / 6M Low: 1.290 0.063
High (YTD): 2024-03-28 1.290
Low (YTD): 2024-01-08 0.093
52W High: 2024-03-28 1.290
52W Low: 2023-10-02 0.044
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.618
Avg. volume 1M:   0.000
Avg. price 6M:   0.586
Avg. volume 6M:   0.000
Avg. price 1Y:   0.371
Avg. volume 1Y:   0.000
Volatility 1M:   496.75%
Volatility 6M:   277.82%
Volatility 1Y:   267.54%
Volatility 3Y:   -