JP Morgan Call 60 2OY 21.06.2024/  DE000JS5Z7H3  /

EUWAX
2024-05-31  8:56:29 AM Chg.+0.014 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.032EUR +77.78% -
Bid Size: -
-
Ask Size: -
DOW INC. D... 60.00 - 2024-06-21 Call
 

Master data

WKN: JS5Z7H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DOW INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2023-01-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 67.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.18
Parity: -0.69
Time value: 0.08
Break-even: 60.79
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 10.71
Spread abs.: 0.03
Spread %: 61.22%
Delta: 0.21
Theta: -0.05
Omega: 13.94
Rho: 0.01
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.018
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -70.91%
3 Months
  -83.16%
YTD
  -86.09%
1 Year
  -91.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.018
1M High / 1M Low: 0.170 0.018
6M High / 6M Low: 0.310 0.018
High (YTD): 2024-04-05 0.310
Low (YTD): 2024-05-30 0.018
52W High: 2023-08-09 0.450
52W Low: 2024-05-30 0.018
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.165
Avg. volume 6M:   0.000
Avg. price 1Y:   0.226
Avg. volume 1Y:   0.000
Volatility 1M:   454.83%
Volatility 6M:   260.44%
Volatility 1Y:   209.28%
Volatility 3Y:   -