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JP Morgan Call 510 ASME 21.06.202.../  DE000JS5T4W7  /

EUWAX
2024-06-14  8:34:04 AM Chg.-1.71 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
47.10EUR -3.50% -
Bid Size: -		 -
Ask Size: -		 ASML HOLDING EO -... 510.00 - 2024-06-21 Call
 

Master data

WKN: JS5T4W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 510.00 -
Maturity: 2024-06-21
Issue date: 2022-12-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.73
Leverage: Yes

Calculated values

Fair value: 44.33
Intrinsic value: 44.30
Implied volatility: 7.91
Historic volatility: 0.30
Parity: 44.30
Time value: 10.84
Break-even: 1,061.40
Moneyness: 1.87
Premium: 0.11
Premium p.a.: 0.00
Spread abs.: 10.00
Spread %: 22.15%
Delta: 0.87
Theta: -17.10
Omega: 1.50
Rho: 0.05
 

Quote data

Open: 47.10
High: 47.10
Low: 47.10
Previous Close: 48.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.09%
1 Month  
+33.35%
3 Months  
+25.20%
YTD  
+146.21%
1 Year  
+140.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 48.81 44.52
1M High / 1M Low: 48.81 34.20
6M High / 6M Low: 48.81 15.19
High (YTD): 2024-06-13 48.81
Low (YTD): 2024-01-04 15.19
52W High: 2024-06-13 48.81
52W Low: 2023-09-26 8.46
Avg. price 1W:   46.36
Avg. volume 1W:   0.00
Avg. price 1M:   39.69
Avg. volume 1M:   0.00
Avg. price 6M:   33.14
Avg. volume 6M:   0.00
Avg. price 1Y:   23.27
Avg. volume 1Y:   1.96
Volatility 1M:   95.23%
Volatility 6M:   88.90%
Volatility 1Y:   92.04%
Volatility 3Y:   -