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JP Morgan Call 200 AMT 17.01.2025/  DE000JS8SSE7  /

EUWAX
15/11/2024  15:23:42 Chg.-0.030 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.560EUR -5.08% -
Bid Size: -		 -
Ask Size: -		 American Tower Corpo... 200.00 - 17/01/2025 Call
 

Master data

WKN: JS8SSE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: American Tower Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 17/01/2025
Issue date: 24/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.92
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.22
Parity: -1.34
Time value: 0.72
Break-even: 207.20
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.85
Spread abs.: 0.06
Spread %: 9.09%
Delta: 0.38
Theta: -0.10
Omega: 9.75
Rho: 0.11
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -81.46%
3 Months
  -78.13%
YTD
  -84.00%
1 Year
  -77.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.540
1M High / 1M Low: 3.020 0.540
6M High / 6M Low: 4.180 0.540
High (YTD): 11/09/2024 4.180
Low (YTD): 13/11/2024 0.540
52W High: 11/09/2024 4.180
52W Low: 13/11/2024 0.540
Avg. price 1W:   0.660
Avg. volume 1W:   0.000
Avg. price 1M:   1.812
Avg. volume 1M:   0.000
Avg. price 6M:   2.208
Avg. volume 6M:   0.000
Avg. price 1Y:   2.146
Avg. volume 1Y:   0.000
Volatility 1M:   256.49%
Volatility 6M:   183.72%
Volatility 1Y:   152.95%
Volatility 3Y:   -