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JP Morgan Call 22 S 16.08.2024/  DE000JK87LC5  /

EUWAX
2024-05-24  9:22:47 AM Chg.- Bid11:51:38 AM Ask11:51:38 AM Underlying Strike price Expiration date Option type
0.250EUR - 0.260
Bid Size: 10,000		 0.280
Ask Size: 10,000		 SentinelOne Inc 22.00 USD 2024-08-16 Call
 

Master data

WKN: JK87LC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SentinelOne Inc
Type: Warrant
Option type: Call
Strike price: 22.00 USD
Maturity: 2024-08-16
Issue date: 2024-05-02
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.67
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.59
Parity: -0.04
Time value: 0.26
Break-even: 22.88
Moneyness: 0.98
Premium: 0.15
Premium p.a.: 0.86
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.56
Theta: -0.02
Omega: 4.27
Rho: 0.02
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.250
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -