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JP Morgan Call 22 724 19.07.2024/  DE000JS76ST0  /

EUWAX
2024-06-12  10:39:41 AM Chg.+0.020 Bid10:53:17 AM Ask10:53:17 AM Underlying Strike price Expiration date Option type
0.900EUR +2.27% 0.890
Bid Size: 3,000		 -
Ask Size: -		 C3 AI INC. CL.A DL ... 22.00 - 2024-07-19 Call
 

Master data

WKN: JS76ST
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: C3 AI INC. CL.A DL -,001
Type: Warrant
Option type: Call
Strike price: 22.00 -
Maturity: 2024-07-19
Issue date: 2023-03-13
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.31
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.72
Implied volatility: 1.32
Historic volatility: 0.65
Parity: 0.72
Time value: 0.16
Break-even: 30.80
Moneyness: 1.33
Premium: 0.06
Premium p.a.: 0.72
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -0.05
Omega: 2.69
Rho: 0.02
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.62%
1 Month  
+114.29%
3 Months
  -6.25%
YTD
  -10.00%
1 Year
  -48.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.740
1M High / 1M Low: 0.880 0.350
6M High / 6M Low: 1.430 0.250
High (YTD): 2024-03-01 1.430
Low (YTD): 2024-04-19 0.250
52W High: 2023-06-15 2.410
52W Low: 2024-04-19 0.250
Avg. price 1W:   0.780
Avg. volume 1W:   0.000
Avg. price 1M:   0.570
Avg. volume 1M:   0.000
Avg. price 6M:   0.680
Avg. volume 6M:   618.080
Avg. price 1Y:   0.969
Avg. volume 1Y:   602.977
Volatility 1M:   265.95%
Volatility 6M:   178.35%
Volatility 1Y:   155.12%
Volatility 3Y:   -