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JP Morgan Call 115 SWKS 17.01.202.../  DE000JL0H8H3  /

EUWAX
09/10/2024  08:57:04 Chg.0.000 Bid21:11:01 Ask21:11:01 Underlying Strike price Expiration date Option type
0.190EUR 0.00% 0.230
Bid Size: 75,000		 0.250
Ask Size: 75,000		 Skyworks Solutions I... 115.00 - 17/01/2025 Call
 

Master data

WKN: JL0H8H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.50
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.32
Parity: -2.74
Time value: 0.24
Break-even: 117.40
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 1.91
Spread abs.: 0.04
Spread %: 20.00%
Delta: 0.20
Theta: -0.04
Omega: 7.41
Rho: 0.04
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -47.22%
3 Months
  -72.86%
YTD
  -87.66%
1 Year
  -82.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.190
1M High / 1M Low: 0.420 0.190
6M High / 6M Low: 1.380 0.190
High (YTD): 16/07/2024 1.380
Low (YTD): 08/10/2024 0.190
52W High: 28/12/2023 1.560
52W Low: 08/10/2024 0.190
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.276
Avg. volume 1M:   0.000
Avg. price 6M:   0.563
Avg. volume 6M:   0.000
Avg. price 1Y:   0.760
Avg. volume 1Y:   7.813
Volatility 1M:   210.99%
Volatility 6M:   265.61%
Volatility 1Y:   207.88%
Volatility 3Y:   -