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JP Morgan Call 215 SIE 21.06.2024/  DE000JS7P375  /

EUWAX
5/14/2024  11:39:01 AM Chg.-0.015 Bid12:18:13 PM Ask12:18:13 PM Underlying Strike price Expiration date Option type
0.027EUR -35.71% 0.028
Bid Size: 30,000		 0.038
Ask Size: 30,000		 SIEMENS AG NA O.N. 215.00 - 6/21/2024 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: 6/21/2024
Issue date: 2/10/2023
Last trading day: 6/20/2024
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: 0.027
Low: 0.027
Previous Close: 0.042
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+68.75%
1 Month  
+8.00%
3 Months
  -28.95%
YTD
  -71.28%
1 Year
  -87.14%
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): 3/15/2024 0.130
Low (YTD): 5/3/2024 0.004
52W High: 6/15/2023 0.310
52W Low: 5/3/2024 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:   -