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JP Morgan Call 70 SCHW 21.06.2024/  DE000JS8CDU9  /

EUWAX
2024-06-12  10:41:48 AM Chg.-0.020 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.360EUR -5.26% -
Bid Size: -		 -
Ask Size: -		 Charles Schwab Corpo... 70.00 - 2024-06-21 Call
 

Master data

WKN: JS8CDU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2023-03-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.00
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 1.05
Historic volatility: 0.27
Parity: -0.16
Time value: 0.38
Break-even: 73.80
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 20.93
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.48
Theta: -0.25
Omega: 8.61
Rho: 0.01
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month
  -41.94%
3 Months  
+20.00%
YTD
  -38.98%
1 Year
  -2.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.280
1M High / 1M Low: 0.880 0.180
6M High / 6M Low: 0.880 0.170
High (YTD): 2024-05-16 0.880
Low (YTD): 2024-02-07 0.170
52W High: 2024-05-16 0.880
52W Low: 2023-10-31 0.110
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.497
Avg. volume 1M:   0.000
Avg. price 6M:   0.411
Avg. volume 6M:   25.600
Avg. price 1Y:   0.371
Avg. volume 1Y:   12.500
Volatility 1M:   447.34%
Volatility 6M:   251.56%
Volatility 1Y:   225.40%
Volatility 3Y:   -