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JP Morgan Call 490 SYP 21.06.2024/  DE000JL26Z15  /

EUWAX
2024-05-30  11:08:19 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.840EUR - -
Bid Size: -		 -
Ask Size: -		 SYNOPSYS INC. D... 490.00 - 2024-06-21 Call
 

Master data

WKN: JL26Z1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SYNOPSYS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 490.00 -
Maturity: 2024-06-21
Issue date: 2023-04-24
Last trading day: 2024-05-31
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.27
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.37
Implied volatility: 1.61
Historic volatility: 0.25
Parity: 0.37
Time value: 0.47
Break-even: 574.00
Moneyness: 1.08
Premium: 0.09
Premium p.a.: 8.34
Spread abs.: 0.02
Spread %: 2.44%
Delta: 0.65
Theta: -2.21
Omega: 4.09
Rho: 0.10
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.890
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+33.33%
3 Months
  -16.83%
YTD  
+25.37%
1 Year  
+75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.940 0.630
6M High / 6M Low: 1.210 0.390
High (YTD): 2024-03-22 1.210
Low (YTD): 2024-04-23 0.390
52W High: 2024-03-22 1.210
52W Low: 2023-06-26 0.360
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.789
Avg. volume 1M:   0.000
Avg. price 6M:   0.809
Avg. volume 6M:   0.000
Avg. price 1Y:   0.665
Avg. volume 1Y:   0.000
Volatility 1M:   124.05%
Volatility 6M:   162.41%
Volatility 1Y:   137.09%
Volatility 3Y:   -