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JP Morgan Call 240 ADP 17.01.2025/  DE000JS7XJZ3  /

EUWAX
02/09/2024  11:08:19 Chg.+0.16 Bid19:01:08 Ask19:01:08 Underlying Strike price Expiration date Option type
3.87EUR +4.31% -
Bid Size: -		 -
Ask Size: -		 AUTOM. DATA PROC. DL... 240.00 - 17/01/2025 Call
 

Master data

WKN: JS7XJZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.36
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 0.98
Implied volatility: 0.55
Historic volatility: 0.16
Parity: 0.98
Time value: 2.95
Break-even: 279.30
Moneyness: 1.04
Premium: 0.12
Premium p.a.: 0.35
Spread abs.: 0.04
Spread %: 1.03%
Delta: 0.63
Theta: -0.13
Omega: 3.99
Rho: 0.44
 

Quote data

Open: 3.87
High: 3.87
Low: 3.87
Previous Close: 3.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.50%
1 Month  
+27.30%
3 Months  
+78.34%
YTD  
+54.18%
1 Year
  -14.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.79 3.38
1M High / 1M Low: 3.79 2.88
6M High / 6M Low: 3.79 1.59
High (YTD): 28/08/2024 3.79
Low (YTD): 11/07/2024 1.59
52W High: 05/09/2023 4.47
52W Low: 11/07/2024 1.59
Avg. price 1W:   3.63
Avg. volume 1W:   0.00
Avg. price 1M:   3.27
Avg. volume 1M:   0.00
Avg. price 6M:   2.65
Avg. volume 6M:   0.00
Avg. price 1Y:   2.85
Avg. volume 1Y:   0.00
Volatility 1M:   102.73%
Volatility 6M:   98.04%
Volatility 1Y:   89.32%
Volatility 3Y:   -