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JP Morgan Call 95 SY1 21.06.2024/  DE000JS76Z25  /

EUWAX
2024-05-30  11:53:33 AM Chg.+0.08 Bid1:08:05 PM Ask1:08:05 PM Underlying Strike price Expiration date Option type
1.37EUR +6.20% 1.30
Bid Size: 20,000		 1.32
Ask Size: 20,000		 SYMRISE AG INH. O.N. 95.00 - 2024-06-21 Call
 

Master data

WKN: JS76Z2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2024-06-21
Issue date: 2023-02-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.02
Leverage: Yes

Calculated values

Fair value: 1.27
Intrinsic value: 1.25
Implied volatility: 0.45
Historic volatility: 0.21
Parity: 1.25
Time value: 0.09
Break-even: 108.40
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 3.88%
Delta: 0.89
Theta: -0.06
Omega: 7.11
Rho: 0.05
 

Quote data

Open: 1.37
High: 1.37
Low: 1.37
Previous Close: 1.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.69%
1 Month  
+101.47%
3 Months  
+144.64%
YTD  
+37.00%
1 Year
  -20.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.38 1.05
1M High / 1M Low: 1.38 0.66
6M High / 6M Low: 1.84 0.50
High (YTD): 2024-03-25 1.84
Low (YTD): 2024-01-23 0.50
52W High: 2024-03-25 1.84
52W Low: 2024-01-23 0.50
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   0.89
Avg. volume 1M:   0.00
Avg. price 6M:   1.01
Avg. volume 6M:   0.00
Avg. price 1Y:   1.03
Avg. volume 1Y:   0.00
Volatility 1M:   170.30%
Volatility 6M:   170.97%
Volatility 1Y:   143.77%
Volatility 3Y:   -