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JP Morgan Call 230 ADP 17.01.2025/  DE000JS7XJY6  /

EUWAX
09/08/2024  11:23:30 Chg.+0.47 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
4.03EUR +13.20% -
Bid Size: -		 -
Ask Size: -		 AUTOM. DATA PROC. DL... 230.00 - 17/01/2025 Call
 

Master data

WKN: JS7XJY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.14
Leverage: Yes

Calculated values

Fair value: 1.82
Intrinsic value: 1.02
Implied volatility: 0.52
Historic volatility: 0.16
Parity: 1.02
Time value: 2.89
Break-even: 269.10
Moneyness: 1.04
Premium: 0.12
Premium p.a.: 0.30
Spread abs.: 0.04
Spread %: 1.03%
Delta: 0.63
Theta: -0.11
Omega: 3.90
Rho: 0.50
 

Quote data

Open: 4.03
High: 4.03
Low: 4.03
Previous Close: 3.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.92%
1 Month  
+89.20%
3 Months  
+32.57%
YTD  
+35.23%
1 Year
  -16.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.03 3.52
1M High / 1M Low: 4.03 2.07
6M High / 6M Low: 4.14 2.07
High (YTD): 26/02/2024 4.14
Low (YTD): 11/07/2024 2.07
52W High: 01/09/2023 5.06
52W Low: 11/07/2024 2.07
Avg. price 1W:   3.77
Avg. volume 1W:   0.00
Avg. price 1M:   3.08
Avg. volume 1M:   0.00
Avg. price 6M:   3.20
Avg. volume 6M:   0.00
Avg. price 1Y:   3.45
Avg. volume 1Y:   .67
Volatility 1M:   102.14%
Volatility 6M:   86.49%
Volatility 1Y:   79.49%
Volatility 3Y:   -