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JP Morgan Call 255 SIE 20.12.2024/  DE000JS8UVL2  /

EUWAX
5/29/2024  10:28:10 AM Chg.-0.012 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.042EUR -22.22% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 255.00 - 12/20/2024 Call
 

Master data

WKN: JS8UVL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 255.00 -
Maturity: 12/20/2024
Issue date: 3/15/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 190.60
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -7.77
Time value: 0.09
Break-even: 255.93
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.92
Spread abs.: 0.05
Spread %: 116.28%
Delta: 0.06
Theta: -0.01
Omega: 11.93
Rho: 0.06
 

Quote data

Open: 0.042
High: 0.042
Low: 0.042
Previous Close: 0.054
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month
  -32.26%
3 Months
  -72.00%
YTD
  -70.00%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.054 0.040
1M High / 1M Low: 0.100 0.040
6M High / 6M Low: 0.180 0.040
High (YTD): 3/18/2024 0.180
Low (YTD): 5/22/2024 0.040
52W High: 6/15/2023 0.260
52W Low: 10/27/2023 0.034
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   0.096
Avg. volume 1Y:   0.000
Volatility 1M:   238.44%
Volatility 6M:   194.44%
Volatility 1Y:   188.83%
Volatility 3Y:   -