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JP Morgan Call 240 ADP 17.01.2025/  DE000JS7XJZ3  /

EUWAX
30/05/2024  11:50:57 Chg.-0.16 Bid17:41:18 Ask17:41:18 Underlying Strike price Expiration date Option type
2.08EUR -7.14% 2.19
Bid Size: 50,000		 2.21
Ask Size: 50,000		 AUTOM. DATA PROC. DL... 240.00 - 17/01/2025 Call
 

Master data

WKN: JS7XJZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.34
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.17
Parity: -1.77
Time value: 2.15
Break-even: 261.50
Moneyness: 0.93
Premium: 0.18
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 1.42%
Delta: 0.49
Theta: -0.07
Omega: 5.06
Rho: 0.55
 

Quote data

Open: 2.08
High: 2.08
Low: 2.08
Previous Close: 2.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.35%
1 Month
  -20.91%
3 Months
  -34.80%
YTD
  -17.13%
1 Year
  -10.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.03 2.24
1M High / 1M Low: 3.03 2.24
6M High / 6M Low: 3.55 2.24
High (YTD): 26/02/2024 3.55
Low (YTD): 29/05/2024 2.24
52W High: 01/09/2023 4.50
52W Low: 01/11/2023 1.97
Avg. price 1W:   2.67
Avg. volume 1W:   0.00
Avg. price 1M:   2.62
Avg. volume 1M:   0.00
Avg. price 6M:   2.78
Avg. volume 6M:   0.00
Avg. price 1Y:   3.04
Avg. volume 1Y:   0.00
Volatility 1M:   116.82%
Volatility 6M:   78.32%
Volatility 1Y:   80.04%
Volatility 3Y:   -