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JP Morgan Call 90 SCHW 21.06.2024/  DE000JS51V02  /

EUWAX
2024-06-05  10:36:23 AM Chg.+0.001 Bid9:16:40 PM Ask9:16:40 PM Underlying Strike price Expiration date Option type
0.002EUR +100.00% 0.002
Bid Size: 25,000		 0.012
Ask Size: 25,000		 Charles Schwab Corpo... 90.00 - 2024-06-21 Call
 

Master data

WKN: JS51V0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 300.71
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.26
Parity: -2.38
Time value: 0.02
Break-even: 90.22
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 1,000.00%
Delta: 0.05
Theta: -0.04
Omega: 14.61
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -77.78%
3 Months
  -91.30%
YTD
  -97.75%
1 Year
  -98.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.011 0.001
6M High / 6M Low: 0.110 0.001
High (YTD): 2024-01-02 0.075
Low (YTD): 2024-06-04 0.001
52W High: 2023-07-20 0.220
52W Low: 2024-06-04 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.025
Avg. volume 6M:   0.000
Avg. price 1Y:   0.053
Avg. volume 1Y:   0.000
Volatility 1M:   1,311.23%
Volatility 6M:   583.02%
Volatility 1Y:   445.15%
Volatility 3Y:   -