JP Morgan Call 255 SIE 20.12.2024
/ DE000JS8UVL2
JP Morgan Call 255 SIE 20.12.2024/ DE000JS8UVL2 /
29/05/2024 10:28:10 |
Chg.-0.012 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.042EUR |
-22.22% |
- Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. |
255.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
15/03/2023 |
Last trading day: |
19/12/2024 |
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): |
18/03/2024 |
0.180 |
Low (YTD): |
22/05/2024 |
0.040 |
52W High: |
15/06/2023 |
0.260 |
52W Low: |
27/10/2023 |
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: |
|
- |