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JP Morgan Call 90 ADM 17.01.2025/  DE000JS7SYT5  /

EUWAX
2024-07-03  12:20:29 PM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.027EUR - -
Bid Size: -		 -
Ask Size: -		 ARCHER DANIELS MIDLA... 90.00 - 2025-01-17 Call
 

Master data

WKN: JS7SYT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ARCHER DANIELS MIDLAND
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2024-07-04
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 130.97
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -3.11
Time value: 0.05
Break-even: 90.45
Moneyness: 0.65
Premium: 0.53
Premium p.a.: 1.46
Spread abs.: 0.02
Spread %: 80.00%
Delta: 0.07
Theta: -0.01
Omega: 9.61
Rho: 0.02
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.026
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+22.73%
3 Months
  -35.71%
YTD
  -90.00%
1 Year
  -97.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.027 0.021
6M High / 6M Low: 0.079 0.021
High (YTD): 2024-01-04 0.300
Low (YTD): 2024-07-01 0.021
52W High: 2023-08-07 1.090
52W Low: 2024-07-01 0.021
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.046
Avg. volume 6M:   0.000
Avg. price 1Y:   0.291
Avg. volume 1Y:   0.000
Volatility 1M:   230.30%
Volatility 6M:   180.70%
Volatility 1Y:   176.52%
Volatility 3Y:   -