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JP Morgan Call 490 ALGN 17.01.202.../  DE000JS66LH1  /

EUWAX
2024-06-12  11:52:59 AM Chg.0.000 Bid2024-06-12 Ask2024-06-12 Underlying Strike price Expiration date Option type
0.011EUR 0.00% 0.011
Bid Size: 3,000		 0.051
Ask Size: 3,000		 Align Technology Inc 490.00 - 2025-01-17 Call
 

Master data

WKN: JS66LH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Call
Strike price: 490.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 46.24
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.42
Parity: -2.54
Time value: 0.05
Break-even: 495.10
Moneyness: 0.48
Premium: 1.10
Premium p.a.: 2.44
Spread abs.: 0.04
Spread %: 363.64%
Delta: 0.11
Theta: -0.05
Omega: 5.15
Rho: 0.13
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.011
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.14%
1 Month
  -56.00%
3 Months
  -90.00%
YTD
  -90.00%
1 Year
  -95.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.007
1M High / 1M Low: 0.022 0.007
6M High / 6M Low: 0.140 0.007
High (YTD): 2024-04-11 0.140
Low (YTD): 2024-06-05 0.007
52W High: 2023-07-27 0.650
52W Low: 2024-06-05 0.007
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   0.000
Avg. price 1Y:   0.167
Avg. volume 1Y:   0.000
Volatility 1M:   276.41%
Volatility 6M:   237.94%
Volatility 1Y:   239.55%
Volatility 3Y:   -