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JP Morgan Call 380 AP3 17.01.2025/  DE000JS6WLG3  /

EUWAX
6/13/2024  11:43:11 AM Chg.- Bid9:05:58 AM Ask9:05:58 AM Underlying Strike price Expiration date Option type
0.130EUR - 0.150
Bid Size: 1,000		 0.450
Ask Size: 1,000		 AIR PROD. CHEM. ... 380.00 - 1/17/2025 Call
 

Master data

WKN: JS6WLG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.39
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -11.43
Time value: 0.44
Break-even: 384.40
Moneyness: 0.70
Premium: 0.45
Premium p.a.: 0.86
Spread abs.: 0.30
Spread %: 214.29%
Delta: 0.14
Theta: -0.04
Omega: 8.16
Rho: 0.19
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+64.56%
1 Month  
+188.89%
3 Months  
+42.86%
YTD
  -65.79%
1 Year
  -88.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.079
1M High / 1M Low: 0.140 0.039
6M High / 6M Low: 0.380 0.039
High (YTD): 1/9/2024 0.350
Low (YTD): 5/15/2024 0.039
52W High: 7/25/2023 1.460
52W Low: 5/15/2024 0.039
Avg. price 1W:   0.117
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.129
Avg. volume 6M:   0.000
Avg. price 1Y:   0.530
Avg. volume 1Y:   0.000
Volatility 1M:   261.55%
Volatility 6M:   220.52%
Volatility 1Y:   193.57%
Volatility 3Y:   -