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JP Morgan Call 355 MSF 17.01.2025/  DE000JS5BEM2  /

EUWAX
2024-05-31  9:16:01 AM Chg.-0.84 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
7.35EUR -10.26% -
Bid Size: -		 -
Ask Size: -		 MICROSOFT DL-,000... 355.00 - 2025-01-17 Call
 

Master data

WKN: JS5BEM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 355.00 -
Maturity: 2025-01-17
Issue date: 2022-12-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.19
Leverage: Yes

Calculated values

Fair value: 4.42
Intrinsic value: 2.77
Implied volatility: 0.47
Historic volatility: 0.19
Parity: 2.77
Time value: 4.60
Break-even: 428.70
Moneyness: 1.08
Premium: 0.12
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 0.27%
Delta: 0.67
Theta: -0.13
Omega: 3.50
Rho: 1.16
 

Quote data

Open: 7.35
High: 7.35
Low: 7.35
Previous Close: 8.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.91%
1 Month  
+9.54%
3 Months
  -8.01%
YTD  
+30.32%
1 Year  
+65.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.63 7.35
1M High / 1M Low: 8.89 6.36
6M High / 6M Low: 9.06 5.08
High (YTD): 2024-03-22 9.06
Low (YTD): 2024-01-05 5.11
52W High: 2024-03-22 9.06
52W Low: 2023-09-27 3.01
Avg. price 1W:   8.22
Avg. volume 1W:   0.00
Avg. price 1M:   7.73
Avg. volume 1M:   0.00
Avg. price 6M:   7.27
Avg. volume 6M:   0.00
Avg. price 1Y:   5.79
Avg. volume 1Y:   0.00
Volatility 1M:   75.25%
Volatility 6M:   76.13%
Volatility 1Y:   85.53%
Volatility 3Y:   -