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JP Morgan Call 220 ADP 17.01.2025/  DE000JS8PKQ4  /

EUWAX
2024-05-30  11:58:36 AM Chg.-0.20 Bid1:55:21 PM Ask1:55:21 PM Underlying Strike price Expiration date Option type
3.16EUR -5.95% 3.17
Bid Size: 7,500		 3.19
Ask Size: 7,500		 AUTOM. DATA PROC. DL... 220.00 - 2025-01-17 Call
 

Master data

WKN: JS8PKQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2025-01-17
Issue date: 2023-02-27
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.86
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 0.23
Implied volatility: 0.41
Historic volatility: 0.17
Parity: 0.23
Time value: 3.01
Break-even: 252.40
Moneyness: 1.01
Premium: 0.14
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 0.93%
Delta: 0.61
Theta: -0.07
Omega: 4.16
Rho: 0.65
 

Quote data

Open: 3.16
High: 3.16
Low: 3.16
Previous Close: 3.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.34%
1 Month
  -15.96%
3 Months
  -27.69%
YTD
  -9.20%
1 Year  
+2.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.29 3.36
1M High / 1M Low: 4.29 3.36
6M High / 6M Low: 4.76 3.31
High (YTD): 2024-02-26 4.76
Low (YTD): 2024-05-29 3.36
52W High: 2023-09-05 5.62
52W Low: 2023-11-01 2.80
Avg. price 1W:   3.87
Avg. volume 1W:   0.00
Avg. price 1M:   3.80
Avg. volume 1M:   0.00
Avg. price 6M:   3.88
Avg. volume 6M:   0.00
Avg. price 1Y:   4.09
Avg. volume 1Y:   0.00
Volatility 1M:   94.41%
Volatility 6M:   66.53%
Volatility 1Y:   69.44%
Volatility 3Y:   -