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JP Morgan Call 55 SCHW 17.01.2025/  DE000JS9D4H2  /

EUWAX
6/4/2024  10:44:19 AM Chg.- Bid8:37:45 AM Ask8:37:45 AM Underlying Strike price Expiration date Option type
1.83EUR - 1.83
Bid Size: 1,000		 1.84
Ask Size: 1,000		 Charles Schwab Corpo... 55.00 - 1/17/2025 Call
 

Master data

WKN: JS9D4H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 1/17/2025
Issue date: 3/15/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.62
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.12
Implied volatility: 0.59
Historic volatility: 0.26
Parity: 1.12
Time value: 0.71
Break-even: 73.30
Moneyness: 1.20
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.55%
Delta: 0.75
Theta: -0.02
Omega: 2.72
Rho: 0.19
 

Quote data

Open: 1.83
High: 1.83
Low: 1.83
Previous Close: 1.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.02%
1 Month
  -14.88%
3 Months  
+14.38%
YTD     0.00%
1 Year  
+55.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.94 1.67
1M High / 1M Low: 2.43 1.67
6M High / 6M Low: 2.43 1.23
High (YTD): 5/16/2024 2.43
Low (YTD): 2/7/2024 1.23
52W High: 5/16/2024 2.43
52W Low: 10/25/2023 0.70
Avg. price 1W:   1.80
Avg. volume 1W:   0.00
Avg. price 1M:   2.10
Avg. volume 1M:   0.00
Avg. price 6M:   1.71
Avg. volume 6M:   0.00
Avg. price 1Y:   1.44
Avg. volume 1Y:   0.00
Volatility 1M:   97.24%
Volatility 6M:   74.88%
Volatility 1Y:   92.45%
Volatility 3Y:   -