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JP Morgan Call 215 SIE 21.06.2024/  DE000JS7P375  /

EUWAX
2024-05-13  11:54:38 AM Chg.- Bid9:15:42 AM Ask9:15:42 AM Underlying Strike price Expiration date Option type
0.042EUR - 0.031
Bid Size: 30,000		 0.041
Ask Size: 30,000		 SIEMENS AG NA O.N. 215.00 - 2024-06-21 Call
 

Master data

WKN: JS7P37
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 215.00 -
Maturity: 2024-06-21
Issue date: 2023-02-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 254.59
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.22
Parity: -2.66
Time value: 0.07
Break-even: 215.74
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 2.55
Spread abs.: 0.03
Spread %: 68.18%
Delta: 0.09
Theta: -0.04
Omega: 23.77
Rho: 0.02
 

Quote data

Open: 0.036
High: 0.042
Low: 0.036
Previous Close: 0.036
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+162.50%
1 Month  
+68.00%
3 Months  
+10.53%
YTD
  -55.32%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.016
1M High / 1M Low: 0.042 0.004
6M High / 6M Low: 0.130 0.004
High (YTD): 2024-03-15 0.130
Low (YTD): 2024-05-03 0.004
52W High: 2023-06-15 0.310
52W Low: 2024-05-03 0.004
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   0.078
Avg. volume 1Y:   0.000
Volatility 1M:   940.88%
Volatility 6M:   458.88%
Volatility 1Y:   358.66%
Volatility 3Y:   -