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JP Morgan Call 85 185 17.01.2025/  DE000JS55WV2  /

EUWAX
2024-07-04  11:18:07 AM Chg.+0.007 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.027EUR +35.00% -
Bid Size: -		 -
Ask Size: -		 ALCOA CORP. O.N. 85.00 - 2025-01-17 Call
 

Master data

WKN: JS55WV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALCOA CORP. O.N.
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.21
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.46
Parity: -4.57
Time value: 0.13
Break-even: 86.30
Moneyness: 0.46
Premium: 1.20
Premium p.a.: 3.30
Spread abs.: 0.10
Spread %: 400.00%
Delta: 0.14
Theta: -0.01
Omega: 4.36
Rho: 0.02
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+68.75%
1 Month
  -38.64%
3 Months
  -41.30%
YTD
  -62.50%
1 Year
  -75.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.016
1M High / 1M Low: 0.044 0.013
6M High / 6M Low: 0.063 0.007
High (YTD): 2024-01-02 0.066
Low (YTD): 2024-02-27 0.007
52W High: 2023-07-31 0.120
52W Low: 2024-02-27 0.007
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.025
Avg. volume 6M:   0.000
Avg. price 1Y:   0.038
Avg. volume 1Y:   0.000
Volatility 1M:   258.76%
Volatility 6M:   302.00%
Volatility 1Y:   290.92%
Volatility 3Y:   -