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JP Morgan Call 13 TME 19.07.2024/  DE000JS4FA56  /

EUWAX
7/9/2024  8:40:49 AM Chg.- Bid8:04:11 AM Ask8:04:11 AM Underlying Strike price Expiration date Option type
0.150EUR - -
Bid Size: -		 -
Ask Size: -		 Tencent Music Entert... 13.00 - 7/19/2024 Call
 

Master data

WKN: JS4FA5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tencent Music Entertainment Group
Type: Warrant
Option type: Call
Strike price: 13.00 -
Maturity: 7/19/2024
Issue date: 1/24/2023
Last trading day: 7/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.06
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.11
Implied volatility: 1.61
Historic volatility: 0.39
Parity: 0.11
Time value: 0.09
Break-even: 15.00
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 10.60
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.68
Theta: -0.07
Omega: 4.77
Rho: 0.00
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+15.38%
3 Months  
+130.77%
YTD  
+476.92%
1 Year  
+240.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.150
1M High / 1M Low: 0.200 0.110
6M High / 6M Low: 0.250 0.013
High (YTD): 5/20/2024 0.250
Low (YTD): 1/22/2024 0.013
52W High: 5/20/2024 0.250
52W Low: 1/22/2024 0.013
Avg. price 1W:   0.153
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   0.087
Avg. volume 6M:   0.000
Avg. price 1Y:   0.056
Avg. volume 1Y:   0.000
Volatility 1M:   246.48%
Volatility 6M:   294.97%
Volatility 1Y:   266.54%
Volatility 3Y:   -