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JP Morgan Call 540 DPZ 17.01.2025/  DE000JS56RQ0  /

EUWAX
2024-06-10  11:53:37 AM Chg.0.000 Bid10:00:47 PM Ask10:00:47 PM Underlying Strike price Expiration date Option type
0.400EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Dominos Pizza Inc 540.00 - 2025-01-17 Call
 

Master data

WKN: JS56RQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 540.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.59
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.24
Parity: -0.64
Time value: 0.45
Break-even: 585.00
Moneyness: 0.88
Premium: 0.23
Premium p.a.: 0.40
Spread abs.: 0.04
Spread %: 9.76%
Delta: 0.45
Theta: -0.16
Omega: 4.73
Rho: 1.02
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -20.00%
3 Months  
+73.91%
YTD  
+135.29%
1 Year  
+640.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.400
1M High / 1M Low: 0.500 0.370
6M High / 6M Low: 0.560 0.150
High (YTD): 2024-04-30 0.560
Low (YTD): 2024-01-05 0.150
52W High: 2024-04-30 0.560
52W Low: 2023-06-13 0.054
Avg. price 1W:   0.428
Avg. volume 1W:   0.000
Avg. price 1M:   0.429
Avg. volume 1M:   0.000
Avg. price 6M:   0.294
Avg. volume 6M:   0.000
Avg. price 1Y:   0.230
Avg. volume 1Y:   2.372
Volatility 1M:   89.61%
Volatility 6M:   165.82%
Volatility 1Y:   202.34%
Volatility 3Y:   -