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JP Morgan Call 200 AMT 17.01.2025/  DE000JS8SSE7  /

EUWAX
7/26/2024  11:44:21 AM Chg.+0.05 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
2.11EUR +2.43% -
Bid Size: -		 -
Ask Size: -		 American Tower Corpo... 200.00 - 1/17/2025 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: 1/17/2025
Issue date: 2/24/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.07
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.23
Parity: -0.31
Time value: 2.44
Break-even: 224.40
Moneyness: 0.98
Premium: 0.14
Premium p.a.: 0.32
Spread abs.: 0.15
Spread %: 6.55%
Delta: 0.56
Theta: -0.08
Omega: 4.55
Rho: 0.41
 

Quote data

Open: 2.11
High: 2.11
Low: 2.11
Previous Close: 2.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.96%
1 Month  
+57.46%
3 Months  
+205.80%
YTD
  -39.71%
1 Year
  -8.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.11 1.90
1M High / 1M Low: 2.25 1.16
6M High / 6M Low: 2.46 0.69
High (YTD): 1/4/2024 3.51
Low (YTD): 4/29/2024 0.69
52W High: 1/4/2024 3.51
52W Low: 4/29/2024 0.69
Avg. price 1W:   2.03
Avg. volume 1W:   0.00
Avg. price 1M:   1.71
Avg. volume 1M:   0.00
Avg. price 6M:   1.48
Avg. volume 6M:   0.00
Avg. price 1Y:   1.84
Avg. volume 1Y:   0.00
Volatility 1M:   218.34%
Volatility 6M:   158.32%
Volatility 1Y:   136.20%
Volatility 3Y:   -