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JP Morgan Call 250 ADP 17.01.2025/  DE000JS7XK00  /

EUWAX
2024-06-14  11:41:44 AM Chg.-0.12 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.79EUR -6.28% -
Bid Size: -		 -
Ask Size: -		 AUTOM. DATA PROC. DL... 250.00 - 2025-01-17 Call
 

Master data

WKN: JS7XK0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.59
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.17
Parity: -2.34
Time value: 1.80
Break-even: 268.00
Moneyness: 0.91
Premium: 0.18
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 1.69%
Delta: 0.45
Theta: -0.07
Omega: 5.61
Rho: 0.49
 

Quote data

Open: 1.79
High: 1.79
Low: 1.79
Previous Close: 1.91
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.05%
1 Month
  -12.25%
3 Months
  -20.44%
YTD
  -14.76%
1 Year
  -22.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.18 1.79
1M High / 1M Low: 2.48 1.63
6M High / 6M Low: 3.01 1.63
High (YTD): 2024-02-26 3.01
Low (YTD): 2024-05-30 1.63
52W High: 2023-09-01 3.98
52W Low: 2023-11-01 1.62
Avg. price 1W:   1.94
Avg. volume 1W:   0.00
Avg. price 1M:   2.02
Avg. volume 1M:   0.00
Avg. price 6M:   2.27
Avg. volume 6M:   0.00
Avg. price 1Y:   2.58
Avg. volume 1Y:   0.00
Volatility 1M:   116.18%
Volatility 6M:   89.75%
Volatility 1Y:   87.49%
Volatility 3Y:   -