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JP Morgan Call 92 P911 21.06.2024/  DE000JS4RV81  /

EUWAX
2024-06-10  8:34:20 AM Chg.-0.001 Bid10:00:47 PM Ask10:00:47 PM Underlying Strike price Expiration date Option type
0.003EUR -25.00% -
Bid Size: -		 -
Ask Size: -		 Porsche AG Vz 92.00 - 2024-06-21 Call
 

Master data

WKN: JS4RV8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Porsche AG Vz
Type: Warrant
Option type: Call
Strike price: 92.00 -
Maturity: 2024-06-21
Issue date: 2022-12-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 327.74
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.27
Parity: -1.66
Time value: 0.02
Break-even: 92.23
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 666.67%
Delta: 0.06
Theta: -0.05
Omega: 19.78
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.004
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -93.48%
3 Months
  -98.64%
YTD
  -98.64%
1 Year
  -99.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.004
1M High / 1M Low: 0.095 0.001
6M High / 6M Low: 0.730 0.001
High (YTD): 2024-04-12 0.730
Low (YTD): 2024-05-30 0.001
52W High: 2023-06-13 3.210
52W Low: 2024-05-30 0.001
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   1,047.619
Avg. price 6M:   0.241
Avg. volume 6M:   266.129
Avg. price 1Y:   0.933
Avg. volume 1Y:   129.921
Volatility 1M:   1,174.49%
Volatility 6M:   524.58%
Volatility 1Y:   383.13%
Volatility 3Y:   -