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JP Morgan Call 60 NWT 17.01.2025/  DE000JS56T43  /

EUWAX
2024-06-28  11:20:13 AM Chg.+0.050 Bid7:23:54 PM Ask7:23:54 PM Underlying Strike price Expiration date Option type
0.360EUR +16.13% 0.430
Bid Size: 200,000		 0.440
Ask Size: 200,000		 WELLS FARGO + CO.DL ... 60.00 - 2025-01-17 Call
 

Master data

WKN: JS56T4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.90
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -0.64
Time value: 0.36
Break-even: 63.60
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.41
Theta: -0.02
Omega: 6.13
Rho: 0.10
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.28%
1 Month
  -32.08%
3 Months
  -23.40%
YTD  
+44.00%
1 Year  
+176.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.310
1M High / 1M Low: 0.530 0.310
6M High / 6M Low: 0.660 0.140
High (YTD): 2024-05-16 0.660
Low (YTD): 2024-01-18 0.140
52W High: 2024-05-16 0.660
52W Low: 2023-10-27 0.079
Avg. price 1W:   0.393
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   0.395
Avg. volume 6M:   0.000
Avg. price 1Y:   0.267
Avg. volume 1Y:   0.000
Volatility 1M:   148.84%
Volatility 6M:   160.01%
Volatility 1Y:   162.67%
Volatility 3Y:   -