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JP Morgan Call 80 SCHW 20.12.2024/  DE000JL0C383  /

EUWAX
02/09/2024  11:20:21 Chg.-0.003 Bid13:13:13 Ask13:13:13 Underlying Strike price Expiration date Option type
0.056EUR -5.08% 0.056
Bid Size: 7,500		 0.086
Ask Size: 7,500		 Charles Schwab Corpo... 80.00 - 20/12/2024 Call
 

Master data

WKN: JL0C38
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 20/12/2024
Issue date: 03/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 87.97
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.25
Parity: -2.11
Time value: 0.07
Break-even: 80.67
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 1.86
Spread abs.: 0.01
Spread %: 17.54%
Delta: 0.11
Theta: -0.01
Omega: 10.05
Rho: 0.02
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.059
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.08%
1 Month
  -5.08%
3 Months
  -83.53%
YTD
  -89.82%
1 Year
  -84.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.051
1M High / 1M Low: 0.082 0.045
6M High / 6M Low: 0.670 0.045
High (YTD): 22/05/2024 0.670
Low (YTD): 05/08/2024 0.045
52W High: 22/05/2024 0.670
52W Low: 05/08/2024 0.045
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.329
Avg. volume 6M:   0.000
Avg. price 1Y:   0.310
Avg. volume 1Y:   0.000
Volatility 1M:   363.36%
Volatility 6M:   240.55%
Volatility 1Y:   202.20%
Volatility 3Y:   -