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JP Morgan Call 260 ADP 17.01.2025/  DE000JS7XK18  /

EUWAX
2024-05-30  11:50:58 AM Chg.-0.12 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.25EUR -8.76% -
Bid Size: -		 -
Ask Size: -		 AUTOM. DATA PROC. DL... 260.00 - 2025-01-17 Call
 

Master data

WKN: JS7XK1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.97
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.17
Parity: -3.77
Time value: 1.31
Break-even: 273.10
Moneyness: 0.85
Premium: 0.23
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 2.34%
Delta: 0.36
Theta: -0.06
Omega: 6.17
Rho: 0.43
 

Quote data

Open: 1.25
High: 1.25
Low: 1.25
Previous Close: 1.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month
  -27.33%
3 Months
  -43.44%
YTD
  -27.75%
1 Year
  -26.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.00 1.37
1M High / 1M Low: 2.00 1.37
6M High / 6M Low: 2.51 1.37
High (YTD): 2024-02-26 2.51
Low (YTD): 2024-05-29 1.37
52W High: 2023-09-01 3.49
52W Low: 2023-11-01 1.32
Avg. price 1W:   1.70
Avg. volume 1W:   0.00
Avg. price 1M:   1.68
Avg. volume 1M:   0.00
Avg. price 6M:   1.88
Avg. volume 6M:   0.00
Avg. price 1Y:   2.18
Avg. volume 1Y:   0.00
Volatility 1M:   144.17%
Volatility 6M:   95.16%
Volatility 1Y:   94.38%
Volatility 3Y:   -