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JP Morgan Call 90 AINN 17.01.2025/  DE000JS62802  /

EUWAX
2024-07-16  11:37:14 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 AMER.INTL GRP NEW DL... 90.00 - 2025-01-17 Call
 

Master data

WKN: JS6280
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMER.INTL GRP NEW DL 2,50
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.49
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.15
Parity: -1.88
Time value: 0.19
Break-even: 91.90
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.65
Spread abs.: 0.06
Spread %: 46.15%
Delta: 0.22
Theta: -0.01
Omega: 8.16
Rho: 0.07
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.00%
1 Month  
+18.18%
3 Months
  -35.00%
YTD
  -13.33%
1 Year  
+30.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.130 0.086
6M High / 6M Low: 0.330 0.086
High (YTD): 2024-03-28 0.330
Low (YTD): 2024-07-08 0.086
52W High: 2024-03-28 0.330
52W Low: 2024-07-08 0.086
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   0.193
Avg. volume 6M:   0.000
Avg. price 1Y:   0.160
Avg. volume 1Y:   0.000
Volatility 1M:   200.43%
Volatility 6M:   172.76%
Volatility 1Y:   159.38%
Volatility 3Y:   -