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JP Morgan Call 6300 S&P 500 Index.../  DE000JS5G402  /

EUWAX
2024-04-26  8:30:31 AM Chg.+0.005 Bid7:41:52 PM Ask7:41:52 PM Underlying Strike price Expiration date Option type
0.058EUR +9.43% 0.062
Bid Size: 150,000		 0.072
Ask Size: 150,000		 - 6,300.00 - 2024-12-20 Call
 

Master data

WKN: JS5G40
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 6,300.00 -
Maturity: 2024-12-20
Issue date: 2022-12-28
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 827.61
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.11
Parity: -12.52
Time value: 0.06
Break-even: 6,306.10
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 19.61%
Delta: 0.03
Theta: -0.09
Omega: 25.91
Rho: 0.99
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.94%
1 Month
  -69.47%
3 Months  
+20.83%
YTD  
+28.89%
1 Year
  -6.45%
3 Years     -
5 Years     -
1W High / 1W Low: 0.069 0.053
1M High / 1M Low: 0.190 0.053
6M High / 6M Low: 0.200 0.018
High (YTD): 2024-03-22 0.200
Low (YTD): 2024-01-18 0.027
52W High: 2024-03-22 0.200
52W Low: 2023-11-01 0.018
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.070
Avg. volume 6M:   0.000
Avg. price 1Y:   0.066
Avg. volume 1Y:   0.000
Volatility 1M:   188.53%
Volatility 6M:   191.99%
Volatility 1Y:   165.87%
Volatility 3Y:   -