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JP Morgan Call 65 SCHW 17.01.2025/  DE000JS9D4K6  /

EUWAX
2024-06-04  10:44:19 AM Chg.-0.10 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
1.12EUR -8.20% -
Bid Size: -		 -
Ask Size: -		 Charles Schwab Corpo... 65.00 - 2025-01-17 Call
 

Master data

WKN: JS9D4K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2025-01-17
Issue date: 2023-03-15
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.77
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.14
Implied volatility: 0.49
Historic volatility: 0.26
Parity: 0.14
Time value: 1.01
Break-even: 76.50
Moneyness: 1.02
Premium: 0.15
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 0.88%
Delta: 0.62
Theta: -0.02
Omega: 3.58
Rho: 0.18
 

Quote data

Open: 1.12
High: 1.12
Low: 1.12
Previous Close: 1.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.80%
1 Month
  -21.13%
3 Months  
+16.67%
YTD
  -10.40%
1 Year  
+41.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.22 0.99
1M High / 1M Low: 1.66 0.99
6M High / 6M Low: 1.66 0.73
High (YTD): 2024-05-16 1.66
Low (YTD): 2024-02-07 0.73
52W High: 2024-05-16 1.66
52W Low: 2023-10-25 0.40
Avg. price 1W:   1.09
Avg. volume 1W:   0.00
Avg. price 1M:   1.36
Avg. volume 1M:   0.00
Avg. price 6M:   1.09
Avg. volume 6M:   0.00
Avg. price 1Y:   0.92
Avg. volume 1Y:   0.00
Volatility 1M:   133.98%
Volatility 6M:   98.67%
Volatility 1Y:   119.59%
Volatility 3Y:   -