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JP Morgan Call 420 ADB 21.06.2024/  DE000JS252Y7  /

EUWAX
2024-06-10  9:59:54 AM Chg.+0.020 Bid4:02:44 PM Ask4:02:44 PM Underlying Strike price Expiration date Option type
0.450EUR +4.65% 0.410
Bid Size: 250,000		 0.420
Ask Size: 250,000		 ADOBE INC. 420.00 - 2024-06-21 Call
 

Master data

WKN: JS252Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ADOBE INC.
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 2024-06-21
Issue date: 2022-12-21
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.19
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.12
Implied volatility: 1.38
Historic volatility: 0.28
Parity: 0.12
Time value: 0.35
Break-even: 467.00
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 12.47
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.59
Theta: -1.84
Omega: 5.47
Rho: 0.06
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.35%
1 Month
  -31.82%
3 Months
  -67.63%
YTD
  -73.84%
1 Year
  -50.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.290
1M High / 1M Low: 0.660 0.290
6M High / 6M Low: 2.120 0.290
High (YTD): 2024-02-05 2.100
Low (YTD): 2024-06-04 0.290
52W High: 2023-12-12 2.120
52W Low: 2024-06-04 0.290
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.541
Avg. volume 1M:   0.000
Avg. price 6M:   1.217
Avg. volume 6M:   0.000
Avg. price 1Y:   1.324
Avg. volume 1Y:   4.743
Volatility 1M:   183.89%
Volatility 6M:   129.86%
Volatility 1Y:   108.14%
Volatility 3Y:   -