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JP Morgan Call 135 4AB 21.06.2024/  DE000JL4LB78  /

EUWAX
2024-05-31  8:41:23 AM Chg.+0.26 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.05EUR +14.53% -
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: 7.25
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 1.36
Implied volatility: 0.93
Historic volatility: 0.17
Parity: 1.36
Time value: 0.69
Break-even: 155.50
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 1.28
Spread abs.: -0.41
Spread %: -16.67%
Delta: 0.71
Theta: -0.29
Omega: 5.16
Rho: 0.05
 

Quote data

Open: 2.05
High: 2.05
Low: 2.05
Previous Close: 1.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.07%
1 Month
  -20.85%
3 Months
  -49.63%
YTD
  -0.49%
1 Year  
+23.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.08 1.79
1M High / 1M Low: 2.96 1.79
6M High / 6M Low: 4.40 1.36
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:   1.98
Avg. volume 1W:   0.00
Avg. price 1M:   2.45
Avg. volume 1M:   0.00
Avg. price 6M:   3.05
Avg. volume 6M:   42.74
Avg. price 1Y:   2.39
Avg. volume 1Y:   20.78
Volatility 1M:   113.92%
Volatility 6M:   89.53%
Volatility 1Y:   94.42%
Volatility 3Y:   -