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JP Morgan Call 135 4AB 21.06.2024/  DE000JL4LB78  /

EUWAX
2024-06-07  8:41:30 AM Chg.+0.28 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
3.10EUR +9.93% -
Bid Size: -		 -
Ask Size: -		 ABBVIE INC. D... 135.00 - 2024-06-21 Call
 

Master data

WKN: JL4LB7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2024-06-21
Issue date: 2023-05-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.06
Leverage: Yes

Calculated values

Fair value: 2.20
Intrinsic value: 2.18
Implied volatility: 1.64
Historic volatility: 0.17
Parity: 2.18
Time value: 0.92
Break-even: 166.00
Moneyness: 1.16
Premium: 0.06
Premium p.a.: 3.91
Spread abs.: -0.11
Spread %: -3.43%
Delta: 0.74
Theta: -0.61
Omega: 3.75
Rho: 0.03
 

Quote data

Open: 3.10
High: 3.10
Low: 3.10
Previous Close: 2.82
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+51.22%
1 Month  
+17.42%
3 Months
  -27.23%
YTD  
+50.49%
1 Year  
+98.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.10 2.33
1M High / 1M Low: 3.10 1.79
6M High / 6M Low: 4.40 1.79
High (YTD): 2024-03-15 4.40
Low (YTD): 2024-05-30 1.79
52W High: 2024-03-15 4.40
52W Low: 2023-11-27 1.06
Avg. price 1W:   2.68
Avg. volume 1W:   0.00
Avg. price 1M:   2.46
Avg. volume 1M:   0.00
Avg. price 6M:   3.09
Avg. volume 6M:   0.00
Avg. price 1Y:   2.41
Avg. volume 1Y:   20.78
Volatility 1M:   142.25%
Volatility 6M:   94.71%
Volatility 1Y:   97.66%
Volatility 3Y:   -