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JP Morgan Call 60 NWT 17.01.2025/  DE000JS56T43  /

EUWAX
16/07/2024  11:37:00 Chg.+0.040 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.320EUR +14.29% -
Bid Size: -		 -
Ask Size: -		 WELLS FARGO + CO.DL ... 60.00 - 17/01/2025 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: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.55
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.20
Parity: -0.70
Time value: 0.32
Break-even: 63.20
Moneyness: 0.88
Premium: 0.19
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.39
Theta: -0.02
Omega: 6.40
Rho: 0.09
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month
  -8.57%
3 Months
  -25.58%
YTD  
+28.00%
1 Year  
+88.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.280
1M High / 1M Low: 0.540 0.280
6M High / 6M Low: 0.660 0.140
High (YTD): 16/05/2024 0.660
Low (YTD): 18/01/2024 0.140
52W High: 16/05/2024 0.660
52W Low: 27/10/2023 0.079
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.420
Avg. volume 1M:   0.000
Avg. price 6M:   0.415
Avg. volume 6M:   0.000
Avg. price 1Y:   0.280
Avg. volume 1Y:   0.000
Volatility 1M:   230.46%
Volatility 6M:   172.12%
Volatility 1Y:   168.82%
Volatility 3Y:   -