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JP Morgan Call 16 NDX1 21.06.2024/  DE000JL0BTZ0  /

EUWAX
2024-06-03  12:22:08 PM Chg.-0.010 Bid2:23:16 PM Ask2:23:16 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.130
Bid Size: 1,000		 0.430
Ask Size: 1,000		 NORDEX SE O.N. 16.00 - 2024-06-21 Call
 

Master data

WKN: JL0BTZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 24.03
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.40
Parity: -1.58
Time value: 0.60
Break-even: 16.60
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 16.37
Spread abs.: 0.51
Spread %: 531.58%
Delta: 0.34
Theta: -0.03
Omega: 8.24
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.110
Low: 0.100
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.11%
1 Month
  -45.00%
3 Months
  -21.43%
YTD
  -38.89%
1 Year
  -90.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.100
1M High / 1M Low: 0.450 0.100
6M High / 6M Low: 0.450 0.028
High (YTD): 2024-05-14 0.450
Low (YTD): 2024-02-23 0.028
52W High: 2023-07-27 1.630
52W Low: 2024-02-23 0.028
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   0.000
Avg. price 6M:   0.136
Avg. volume 6M:   0.000
Avg. price 1Y:   0.422
Avg. volume 1Y:   0.000
Volatility 1M:   436.55%
Volatility 6M:   406.49%
Volatility 1Y:   324.64%
Volatility 3Y:   -