OverviewChartNewsTraderScreen

JP Morgan Call 75 AINN 17.01.2025/  DE000JS627W4  /

EUWAX
31/05/2024  11:38:23 Chg.+0.080 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.790EUR +11.27% -
Bid Size: -		 -
Ask Size: -		 AMER.INTL GRP NEW DL... 75.00 - 17/01/2025 Call
 

Master data

WKN: JS627W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMER.INTL GRP NEW DL 2,50
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.45
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.16
Parity: -0.23
Time value: 0.86
Break-even: 83.60
Moneyness: 0.97
Premium: 0.15
Premium p.a.: 0.25
Spread abs.: 0.04
Spread %: 4.88%
Delta: 0.55
Theta: -0.02
Omega: 4.65
Rho: 0.20
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.60%
1 Month  
+5.33%
3 Months  
+27.42%
YTD  
+54.90%
1 Year  
+192.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.710
1M High / 1M Low: 0.970 0.710
6M High / 6M Low: 0.970 0.430
High (YTD): 08/05/2024 0.970
Low (YTD): 21/02/2024 0.430
52W High: 08/05/2024 0.970
52W Low: 06/06/2023 0.240
Avg. price 1W:   0.752
Avg. volume 1W:   0.000
Avg. price 1M:   0.861
Avg. volume 1M:   0.000
Avg. price 6M:   0.654
Avg. volume 6M:   0.000
Avg. price 1Y:   0.503
Avg. volume 1Y:   0.000
Volatility 1M:   94.27%
Volatility 6M:   103.07%
Volatility 1Y:   107.81%
Volatility 3Y:   -