JP Morgan Call 70 185 17.01.2025/  DE000JS55WS8  /

EUWAX
2024-07-24  11:28:25 AM Chg.+0.001 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.016EUR +6.67% -
Bid Size: -
-
Ask Size: -
ALCOA CORP. O.N. 70.00 - 2025-01-17 Call
 

Master data

WKN: JS55WS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALCOA CORP. O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.34
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.45
Parity: -3.88
Time value: 0.07
Break-even: 70.66
Moneyness: 0.45
Premium: 1.26
Premium p.a.: 4.38
Spread abs.: 0.05
Spread %: 312.50%
Delta: 0.10
Theta: -0.01
Omega: 4.92
Rho: 0.01
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.015
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -75.00%
3 Months
  -74.19%
YTD
  -88.57%
1 Year
  -92.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.015
1M High / 1M Low: 0.079 0.015
6M High / 6M Low: 0.150 0.015
High (YTD): 2024-05-31 0.150
Low (YTD): 2024-07-23 0.015
52W High: 2023-07-31 0.210
52W Low: 2024-07-23 0.015
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.060
Avg. volume 6M:   0.000
Avg. price 1Y:   0.070
Avg. volume 1Y:   0.000
Volatility 1M:   220.15%
Volatility 6M:   267.94%
Volatility 1Y:   261.24%
Volatility 3Y:   -