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JP Morgan Call 85 AINN 17.01.2025/  DE000JS627Z7  /

EUWAX
2024-06-07  12:17:33 PM Chg.-0.020 Bid7:25:41 PM Ask7:25:41 PM Underlying Strike price Expiration date Option type
0.230EUR -8.00% 0.260
Bid Size: 100,000		 0.270
Ask Size: 100,000		 AMER.INTL GRP NEW DL... 85.00 - 2025-01-17 Call
 

Master data

WKN: JS627Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMER.INTL GRP NEW DL 2,50
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.80
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.16
Parity: -1.56
Time value: 0.28
Break-even: 87.80
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.47
Spread abs.: 0.05
Spread %: 21.74%
Delta: 0.28
Theta: -0.02
Omega: 7.07
Rho: 0.10
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.35%
1 Month
  -51.06%
3 Months
  -36.11%
YTD
  -4.17%
1 Year  
+53.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.250
1M High / 1M Low: 0.480 0.250
6M High / 6M Low: 0.480 0.170
High (YTD): 2024-05-08 0.480
Low (YTD): 2024-02-21 0.170
52W High: 2024-05-08 0.480
52W Low: 2023-06-23 0.120
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   0.308
Avg. volume 6M:   0.000
Avg. price 1Y:   0.240
Avg. volume 1Y:   0.000
Volatility 1M:   132.54%
Volatility 6M:   138.15%
Volatility 1Y:   134.90%
Volatility 3Y:   -