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JP Morgan Call 230 ALD 21.06.2024/  DE000JS8T938  /

EUWAX
2024-05-22  10:35:52 AM Chg.-0.001 Bid6:33:35 PM Ask6:33:35 PM Underlying Strike price Expiration date Option type
0.005EUR -16.67% 0.006
Bid Size: 10,000		 0.066
Ask Size: 10,000		 HONEYWELL INTL ... 230.00 - 2024-06-21 Call
 

Master data

WKN: JS8T93
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HONEYWELL INTL DL1
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.15
Parity: -4.25
Time value: 0.31
Break-even: 233.10
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 13.14
Spread abs.: 0.31
Spread %: 6,100.00%
Delta: 0.17
Theta: -0.16
Omega: 10.48
Rho: 0.02
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -76.19%
3 Months
  -92.75%
YTD
  -98.61%
1 Year
  -99.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.006
1M High / 1M Low: 0.021 0.003
6M High / 6M Low: 0.370 0.003
High (YTD): 2024-01-02 0.350
Low (YTD): 2024-05-08 0.003
52W High: 2023-07-04 0.940
52W Low: 2024-05-08 0.003
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.099
Avg. volume 6M:   0.000
Avg. price 1Y:   0.266
Avg. volume 1Y:   0.000
Volatility 1M:   651.68%
Volatility 6M:   373.50%
Volatility 1Y:   286.91%
Volatility 3Y:   -