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JP Morgan Call 27 ZTO 21.06.2024/  DE000JB5NZ94  /

EUWAX
2024-06-05  10:22:55 AM Chg.+0.003 Bid5:06:19 PM Ask5:06:19 PM Underlying Strike price Expiration date Option type
0.009EUR +50.00% 0.007
Bid Size: 100,000		 0.017
Ask Size: 100,000		 ZTO Express Cayman I... 27.00 USD 2024-06-21 Call
 

Master data

WKN: JB5NZ9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ZTO Express Cayman Inc
Type: Warrant
Option type: Call
Strike price: 27.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 97.33
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.29
Parity: -0.34
Time value: 0.02
Break-even: 25.03
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 34.29
Spread abs.: 0.02
Spread %: 214.29%
Delta: 0.16
Theta: -0.02
Omega: 15.09
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.71%
1 Month
  -40.00%
3 Months
  -78.05%
YTD
  -82.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.004
1M High / 1M Low: 0.043 0.004
6M High / 6M Low: 0.079 0.004
High (YTD): 2024-03-13 0.067
Low (YTD): 2024-05-31 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.028
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   748.34%
Volatility 6M:   450.74%
Volatility 1Y:   -
Volatility 3Y:   -