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JP Morgan Call 230 ADP 17.01.2025/  DE000JS7XJY6  /

EUWAX
2024-05-30  11:50:57 AM Chg.-0.18 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
2.59EUR -6.50% -
Bid Size: -		 -
Ask Size: -		 AUTOM. DATA PROC. DL... 230.00 - 2025-01-17 Call
 

Master data

WKN: JS7XJY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.36
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.17
Parity: -0.77
Time value: 2.66
Break-even: 256.60
Moneyness: 0.97
Premium: 0.15
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 1.14%
Delta: 0.55
Theta: -0.07
Omega: 4.59
Rho: 0.61
 

Quote data

Open: 2.59
High: 2.59
Low: 2.59
Previous Close: 2.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.65%
1 Month
  -18.30%
3 Months
  -31.12%
YTD
  -13.09%
1 Year
  -3.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.63 2.77
1M High / 1M Low: 3.63 2.77
6M High / 6M Low: 4.14 2.77
High (YTD): 2024-02-26 4.14
Low (YTD): 2024-05-29 2.77
52W High: 2023-09-01 5.06
52W Low: 2023-11-01 2.36
Avg. price 1W:   3.24
Avg. volume 1W:   0.00
Avg. price 1M:   3.17
Avg. volume 1M:   0.00
Avg. price 6M:   3.31
Avg. volume 6M:   .02
Avg. price 1Y:   3.54
Avg. volume 1Y:   .67
Volatility 1M:   105.85%
Volatility 6M:   71.64%
Volatility 1Y:   73.78%
Volatility 3Y:   -