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JP Morgan Call 85 MCHP 21.06.2024/  DE000JS4PTX0  /

EUWAX
2024-05-30  10:54:21 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.990EUR - -
Bid Size: -		 -
Ask Size: -		 Microchip Technology... 85.00 - 2024-06-21 Call
 

Master data

WKN: JS4PTX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Microchip Technology Inc
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2024-06-21
Issue date: 2023-01-09
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.31
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.14
Implied volatility: 1.35
Historic volatility: 0.29
Parity: 0.14
Time value: 0.90
Break-even: 95.40
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 8.63
Spread abs.: 0.01
Spread %: 0.97%
Delta: 0.58
Theta: -0.30
Omega: 4.82
Rho: 0.02
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 1.170
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month  
+35.62%
3 Months  
+41.43%
YTD
  -11.61%
1 Year  
+19.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 0.990
1M High / 1M Low: 1.480 0.650
6M High / 6M Low: 1.480 0.370
High (YTD): 2024-05-23 1.480
Low (YTD): 2024-04-22 0.370
52W High: 2023-07-31 1.750
52W Low: 2024-04-22 0.370
Avg. price 1W:   1.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.994
Avg. volume 1M:   0.000
Avg. price 6M:   0.814
Avg. volume 6M:   0.000
Avg. price 1Y:   0.899
Avg. volume 1Y:   0.000
Volatility 1M:   249.51%
Volatility 6M:   234.86%
Volatility 1Y:   198.49%
Volatility 3Y:   -