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JP Morgan Call 105 AKAM 17.01.202.../  DE000JL0BAE5  /

EUWAX
2024-05-30  9:19:04 AM Chg.-0.090 Bid7:38:53 PM Ask7:38:53 PM Underlying Strike price Expiration date Option type
0.560EUR -13.85% 0.600
Bid Size: 75,000		 0.620
Ask Size: 75,000		 Akamai Technologies ... 105.00 - 2025-01-17 Call
 

Master data

WKN: JL0BAE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Akamai Technologies Inc
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.94
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.21
Parity: -2.09
Time value: 0.65
Break-even: 111.50
Moneyness: 0.80
Premium: 0.33
Premium p.a.: 0.56
Spread abs.: 0.06
Spread %: 10.17%
Delta: 0.37
Theta: -0.03
Omega: 4.74
Rho: 0.15
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -57.89%
3 Months
  -65.85%
YTD
  -77.14%
1 Year
  -60.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.650
1M High / 1M Low: 1.410 0.650
6M High / 6M Low: 3.170 0.650
High (YTD): 2024-02-12 3.170
Low (YTD): 2024-05-29 0.650
52W High: 2024-02-12 3.170
52W Low: 2024-05-29 0.650
Avg. price 1W:   0.726
Avg. volume 1W:   0.000
Avg. price 1M:   0.948
Avg. volume 1M:   0.000
Avg. price 6M:   1.887
Avg. volume 6M:   0.000
Avg. price 1Y:   1.783
Avg. volume 1Y:   0.000
Volatility 1M:   184.06%
Volatility 6M:   97.60%
Volatility 1Y:   85.85%
Volatility 3Y:   -