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JP Morgan Call 115 AKAM 17.01.202.../  DE000JL0BAF2  /

EUWAX
30/05/2024  09:19:04 Chg.-0.060 Bid16:58:19 Ask16:58:19 Underlying Strike price Expiration date Option type
0.330EUR -15.38% 0.360
Bid Size: 75,000		 0.380
Ask Size: 75,000		 Akamai Technologies ... 115.00 - 17/01/2025 Call
 

Master data

WKN: JL0BAF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Akamai Technologies Inc
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 17/01/2025
Issue date: 05/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.02
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.21
Parity: -3.09
Time value: 0.42
Break-even: 119.20
Moneyness: 0.73
Premium: 0.42
Premium p.a.: 0.73
Spread abs.: 0.07
Spread %: 20.00%
Delta: 0.27
Theta: -0.02
Omega: 5.38
Rho: 0.12
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.00%
1 Month
  -64.89%
3 Months
  -71.79%
YTD
  -82.54%
1 Year
  -69.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.390
1M High / 1M Low: 1.010 0.390
6M High / 6M Low: 2.530 0.390
High (YTD): 12/02/2024 2.530
Low (YTD): 29/05/2024 0.390
52W High: 12/02/2024 2.530
52W Low: 29/05/2024 0.390
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.628
Avg. volume 1M:   0.000
Avg. price 6M:   1.408
Avg. volume 6M:   0.000
Avg. price 1Y:   1.338
Avg. volume 1Y:   0.000
Volatility 1M:   208.11%
Volatility 6M:   111.41%
Volatility 1Y:   97.81%
Volatility 3Y:   -