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JP Morgan Call 470 MSFT 19.07.202.../  DE000JB6YL13  /

EUWAX
2024-07-10  10:53:48 AM Chg.-0.180 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.260EUR -40.91% -
Bid Size: -		 -
Ask Size: -		 Microsoft Corporatio... 470.00 USD 2024-07-19 Call
 

Master data

WKN: JB6YL1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 470.00 USD
Maturity: 2024-07-19
Issue date: 2023-11-20
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 208.88
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -0.97
Time value: 0.20
Break-even: 436.64
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 2.01
Spread abs.: 0.02
Spread %: 10.00%
Delta: 0.25
Theta: -0.25
Omega: 53.09
Rho: 0.03
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month  
+441.67%
3 Months
  -62.32%
YTD
  -27.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.240
1M High / 1M Low: 0.500 0.048
6M High / 6M Low: 1.050 0.037
High (YTD): 2024-03-15 1.050
Low (YTD): 2024-06-04 0.037
52W High: - -
52W Low: - -
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.219
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   720.46%
Volatility 6M:   417.76%
Volatility 1Y:   -
Volatility 3Y:   -