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JP Morgan Call 15 RUN 21.06.2024/  DE000JL3SWA5  /

EUWAX
2024-05-31  3:54:38 PM Chg.+0.053 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.110EUR +92.98% -
Bid Size: -		 -
Ask Size: -		 Sunrun Inc 15.00 - 2024-06-21 Call
 

Master data

WKN: JL3SWA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Sunrun Inc
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2023-05-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.12
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 1.37
Historic volatility: 0.77
Parity: -0.17
Time value: 0.11
Break-even: 16.10
Moneyness: 0.89
Premium: 0.21
Premium p.a.: 30.40
Spread abs.: 0.02
Spread %: 15.79%
Delta: 0.42
Theta: -0.04
Omega: 5.09
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.110
Low: 0.100
Previous Close: 0.057
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+189.47%
1 Month  
+103.70%
3 Months
  -26.67%
YTD
  -84.72%
1 Year
  -84.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.057
1M High / 1M Low: 0.110 0.031
6M High / 6M Low: 0.720 0.031
High (YTD): 2024-01-02 0.660
Low (YTD): 2024-05-21 0.031
52W High: 2023-07-18 1.000
52W Low: 2024-05-21 0.031
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.231
Avg. volume 6M:   0.000
Avg. price 1Y:   0.337
Avg. volume 1Y:   0.000
Volatility 1M:   694.62%
Volatility 6M:   426.20%
Volatility 1Y:   337.32%
Volatility 3Y:   -