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JP Morgan Call 215 SIE 21.06.2024/  DE000JS7P375  /

EUWAX
14/05/2024  13:58:52 Chg.-0.013 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.029EUR -30.95% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 215.00 - 21/06/2024 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: 21/06/2024
Issue date: 10/02/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 241.00
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -2.70
Time value: 0.08
Break-even: 215.78
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 2.76
Spread abs.: 0.04
Spread %: 105.26%
Delta: 0.10
Theta: -0.04
Omega: 23.05
Rho: 0.02
 

Quote data

Open: 0.027
High: 0.029
Low: 0.027
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+81.25%
1 Month  
+16.00%
3 Months
  -23.68%
YTD
  -69.15%
1 Year
  -86.19%
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): 15/03/2024 0.130
Low (YTD): 03/05/2024 0.004
52W High: 15/06/2023 0.310
52W Low: 03/05/2024 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:   -