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JP Morgan Call 70 SCHW 20.12.2024/  DE000JL0C375  /

EUWAX
2024-06-04  12:05:47 PM Chg.- Bid8:04:44 AM Ask8:04:44 AM Underlying Strike price Expiration date Option type
0.760EUR - 0.760
Bid Size: 2,000		 0.770
Ask Size: 2,000		 Charles Schwab Corpo... 70.00 - 2024-12-20 Call
 

Master data

WKN: JL0C37
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-12-20
Issue date: 2023-04-03
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.40
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.26
Parity: -0.36
Time value: 0.79
Break-even: 77.90
Moneyness: 0.95
Premium: 0.17
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.53
Theta: -0.02
Omega: 4.43
Rho: 0.15
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.43%
1 Month
  -28.30%
3 Months  
+8.57%
YTD
  -18.28%
1 Year  
+22.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.640
1M High / 1M Low: 1.230 0.640
6M High / 6M Low: 1.230 0.480
High (YTD): 2024-05-22 1.230
Low (YTD): 2024-02-07 0.480
52W High: 2024-05-22 1.230
52W Low: 2023-10-25 0.270
Avg. price 1W:   0.746
Avg. volume 1W:   0.000
Avg. price 1M:   0.983
Avg. volume 1M:   0.000
Avg. price 6M:   0.779
Avg. volume 6M:   0.000
Avg. price 1Y:   0.667
Avg. volume 1Y:   0.000
Volatility 1M:   178.99%
Volatility 6M:   123.42%
Volatility 1Y:   127.75%
Volatility 3Y:   -