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JP Morgan Call 65 185 17.01.2025/  DE000JS55WR0  /

EUWAX
2024-07-01  11:19:22 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.081EUR - -
Bid Size: -		 -
Ask Size: -		 ALCOA CORP. O.N. 65.00 - 2025-01-17 Call
 

Master data

WKN: JS55WR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALCOA CORP. O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2024-07-02
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.04
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.45
Parity: -3.38
Time value: 0.12
Break-even: 66.20
Moneyness: 0.48
Premium: 1.12
Premium p.a.: 3.70
Spread abs.: 0.04
Spread %: 53.85%
Delta: 0.16
Theta: -0.01
Omega: 4.23
Rho: 0.02
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.077
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -12.90%
3 Months
  -6.90%
YTD
  -52.35%
1 Year
  -67.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.093 0.075
6M High / 6M Low: 0.210 0.026
High (YTD): 2024-05-31 0.210
Low (YTD): 2024-02-27 0.026
52W High: 2023-07-31 0.260
52W Low: 2024-02-27 0.026
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.086
Avg. volume 6M:   0.000
Avg. price 1Y:   0.095
Avg. volume 1Y:   0.000
Volatility 1M:   184.90%
Volatility 6M:   253.26%
Volatility 1Y:   247.46%
Volatility 3Y:   -