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JP Morgan Call 520 SYP 21.06.2024/  DE000JL401D1  /

EUWAX
2024-05-30  8:40:26 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.560EUR - -
Bid Size: -		 -
Ask Size: -		 SYNOPSYS INC. D... 520.00 - 2024-06-21 Call
 

Master data

WKN: JL401D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SYNOPSYS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 520.00 -
Maturity: 2024-06-21
Issue date: 2023-05-31
Last trading day: 2024-05-31
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.67
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.51
Implied volatility: 1.33
Historic volatility: 0.25
Parity: 0.51
Time value: 0.08
Break-even: 579.00
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 5.03
Spread abs.: 0.03
Spread %: 5.36%
Delta: 0.80
Theta: -3.29
Omega: 7.70
Rho: 0.03
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.620
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -13.85%
YTD  
+9.80%
1 Year  
+47.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.680 0.530
6M High / 6M Low: 0.970 0.240
High (YTD): 2024-03-22 0.970
Low (YTD): 2024-04-23 0.240
52W High: 2024-03-22 0.970
52W Low: 2024-04-23 0.240
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.603
Avg. volume 1M:   0.000
Avg. price 6M:   0.612
Avg. volume 6M:   0.000
Avg. price 1Y:   0.514
Avg. volume 1Y:   0.000
Volatility 1M:   176.45%
Volatility 6M:   202.34%
Volatility 1Y:   166.22%
Volatility 3Y:   -