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JP Morgan Call 6250 S&P 500 Index.../  DE000JS5G3Z7  /

EUWAX
2024-04-19  8:30:25 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.074EUR -11.90% -
Bid Size: -		 -
Ask Size: -		 - 6,250.00 - 2024-12-20 Call
 

Master data

WKN: JS5G3Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 6,250.00 -
Maturity: 2024-12-20
Issue date: 2022-12-28
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 645.09
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.11
Parity: -12.83
Time value: 0.08
Break-even: 6,257.70
Moneyness: 0.79
Premium: 0.26
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 14.93%
Delta: 0.04
Theta: -0.11
Omega: 23.63
Rho: 1.16
 

Quote data

Open: 0.074
High: 0.074
Low: 0.074
Previous Close: 0.084
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.47%
1 Month
  -58.89%
3 Months  
+117.65%
YTD  
+42.31%
1 Year
  -11.90%
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.074
1M High / 1M Low: 0.230 0.074
6M High / 6M Low: 0.230 0.020
High (YTD): 2024-03-28 0.230
Low (YTD): 2024-01-18 0.031
52W High: 2024-03-28 0.230
52W Low: 2023-11-01 0.020
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.171
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   0.076
Avg. volume 1Y:   0.000
Volatility 1M:   206.66%
Volatility 6M:   185.42%
Volatility 1Y:   161.77%
Volatility 3Y:   -