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JP Morgan Call 250 SIE 20.12.2024/  DE000JS8UVK4  /

EUWAX
2024-05-29  10:28:10 AM Chg.-0.014 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.051EUR -21.54% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 250.00 - 2024-12-20 Call
 

Master data

WKN: JS8UVK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-12-20
Issue date: 2023-03-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 177.26
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -7.27
Time value: 0.10
Break-even: 251.00
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 0.86
Spread abs.: 0.05
Spread %: 92.31%
Delta: 0.07
Theta: -0.01
Omega: 12.09
Rho: 0.06
 

Quote data

Open: 0.051
High: 0.051
Low: 0.051
Previous Close: 0.065
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.92%
1 Month
  -29.17%
3 Months
  -71.67%
YTD
  -68.13%
1 Year
  -78.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.051
1M High / 1M Low: 0.120 0.049
6M High / 6M Low: 0.210 0.049
High (YTD): 2024-03-18 0.210
Low (YTD): 2024-05-22 0.049
52W High: 2023-06-15 0.300
52W Low: 2023-10-27 0.036
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   0.108
Avg. volume 1Y:   0.000
Volatility 1M:   250.41%
Volatility 6M:   194.45%
Volatility 1Y:   186.53%
Volatility 3Y:   -