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JP Morgan Call 45 PHM7 21.06.2024/  DE000JS8CDH6  /

EUWAX
2024-05-27  1:59:30 PM Chg.-0.008 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.087EUR -8.42% -
Bid Size: -		 -
Ask Size: -		 ALTRIA GRP INC. DL... 45.00 - 2024-06-21 Call
 

Master data

WKN: JS8CDH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALTRIA GRP INC. DL-,333
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-06-21
Issue date: 2023-03-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.15
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.17
Parity: -0.31
Time value: 0.10
Break-even: 45.95
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 2.79
Spread abs.: 0.01
Spread %: 11.76%
Delta: 0.31
Theta: -0.04
Omega: 13.66
Rho: 0.01
 

Quote data

Open: 0.087
High: 0.087
Low: 0.087
Previous Close: 0.095
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.86%
1 Month  
+117.50%
3 Months  
+411.76%
YTD  
+141.67%
1 Year
  -72.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.095
1M High / 1M Low: 0.160 0.033
6M High / 6M Low: 0.160 0.013
High (YTD): 2024-05-23 0.160
Low (YTD): 2024-03-05 0.013
52W High: 2023-07-06 0.370
52W Low: 2024-03-05 0.013
Avg. price 1W:   0.133
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   0.132
Avg. volume 1Y:   0.000
Volatility 1M:   328.72%
Volatility 6M:   301.16%
Volatility 1Y:   231.78%
Volatility 3Y:   -