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JP Morgan Call 345 MSF 17.01.2025/  DE000JS5BEL4  /

EUWAX
2024-05-30  9:15:53 AM Chg.-0.20 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
8.98EUR -2.18% -
Bid Size: -		 -
Ask Size: -		 MICROSOFT DL-,000... 345.00 - 2025-01-17 Call
 

Master data

WKN: JS5BEL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 345.00 -
Maturity: 2025-01-17
Issue date: 2022-12-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.27
Leverage: Yes

Calculated values

Fair value: 6.41
Intrinsic value: 5.23
Implied volatility: 0.50
Historic volatility: 0.19
Parity: 5.23
Time value: 4.08
Break-even: 438.10
Moneyness: 1.15
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 0.22%
Delta: 0.73
Theta: -0.13
Omega: 3.12
Rho: 1.25
 

Quote data

Open: 8.98
High: 8.98
Low: 8.98
Previous Close: 9.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.60%
1 Month  
+21.02%
3 Months  
+12.67%
YTD  
+44.84%
1 Year  
+83.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.42 8.98
1M High / 1M Low: 9.68 7.06
6M High / 6M Low: 9.80 5.62
High (YTD): 2024-03-22 9.80
Low (YTD): 2024-01-05 5.66
52W High: 2024-03-22 9.80
52W Low: 2023-09-27 3.37
Avg. price 1W:   9.22
Avg. volume 1W:   0.00
Avg. price 1M:   8.46
Avg. volume 1M:   0.00
Avg. price 6M:   7.93
Avg. volume 6M:   .53
Avg. price 1Y:   6.34
Avg. volume 1Y:   .63
Volatility 1M:   61.56%
Volatility 6M:   71.72%
Volatility 1Y:   81.42%
Volatility 3Y:   -