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JP Morgan Call 8 TKA 21.06.2024/  DE000JS9R4R5  /

EUWAX
2024-06-10  11:59:11 AM Chg.-0.002 Bid5:37:20 PM Ask5:37:20 PM Underlying Strike price Expiration date Option type
0.002EUR -50.00% 0.001
Bid Size: 2,000		 0.081
Ask Size: 2,000		 THYSSENKRUPP AG O.N. 8.00 - 2024-06-21 Call
 

Master data

WKN: JS9R4R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: THYSSENKRUPP AG O.N.
Type: Warrant
Option type: Call
Strike price: 8.00 -
Maturity: 2024-06-21
Issue date: 2023-02-17
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 53.10
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.39
Historic volatility: 0.32
Parity: -3.59
Time value: 0.08
Break-even: 8.08
Moneyness: 0.55
Premium: 0.83
Premium p.a.: 0.00
Spread abs.: 0.08
Spread %: 2,666.67%
Delta: 0.11
Theta: -0.02
Omega: 5.87
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -84.62%
1 Month
  -94.87%
3 Months
  -97.73%
YTD
  -99.35%
1 Year
  -99.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.004
1M High / 1M Low: 0.046 0.004
6M High / 6M Low: 0.390 0.004
High (YTD): 2024-01-02 0.310
Low (YTD): 2024-06-07 0.004
52W High: 2023-06-14 1.310
52W Low: 2024-06-07 0.004
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   0.000
Avg. price 1Y:   0.453
Avg. volume 1Y:   0.000
Volatility 1M:   331.39%
Volatility 6M:   301.50%
Volatility 1Y:   233.92%
Volatility 3Y:   -