JP Morgan Call 70 2OY 21.06.2024/  DE000JS5Z7K7  /

EUWAX
6/10/2024  8:57:04 AM Chg.-0.001 Bid6:08:21 PM Ask6:08:21 PM Underlying Strike price Expiration date Option type
0.001EUR -50.00% 0.002
Bid Size: 20,000
0.022
Ask Size: 20,000
DOW INC. D... 70.00 - 6/21/2024 Call
 

Master data

WKN: JS5Z7K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DOW INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 6/21/2024
Issue date: 1/24/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.70
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.52
Historic volatility: 0.17
Parity: -1.83
Time value: 0.10
Break-even: 71.00
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.16
Theta: -0.15
Omega: 8.09
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.002
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -90.00%
3 Months
  -97.22%
YTD
  -97.92%
1 Year
  -99.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.002
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.060 0.001
High (YTD): 1/2/2024 0.048
Low (YTD): 5/31/2024 0.001
52W High: 8/10/2023 0.180
52W Low: 5/31/2024 0.001
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.021
Avg. volume 6M:   0.000
Avg. price 1Y:   0.056
Avg. volume 1Y:   0.000
Volatility 1M:   1,685.04%
Volatility 6M:   739.73%
Volatility 1Y:   540.13%
Volatility 3Y:   -