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JP Morgan Call 46 FRA 21.06.2024/  DE000JL0L0C5  /

EUWAX
2024-05-20  10:24:06 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.700EUR - -
Bid Size: -		 -
Ask Size: -		 FRAPORT AG FFM.AIRPO... 46.00 - 2024-06-21 Call
 

Master data

WKN: JL0L0C
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 46.00 -
Maturity: 2024-06-21
Issue date: 2023-04-14
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.40
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.71
Implied volatility: 0.83
Historic volatility: 0.28
Parity: 0.71
Time value: 0.12
Break-even: 54.30
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.57
Spread abs.: 0.10
Spread %: 13.70%
Delta: 0.81
Theta: -0.08
Omega: 5.19
Rho: 0.02
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.750
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+84.21%
3 Months  
+2.94%
YTD
  -38.05%
1 Year
  -27.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.750 0.340
6M High / 6M Low: 1.330 0.250
High (YTD): 2024-02-06 1.160
Low (YTD): 2024-04-16 0.250
52W High: 2023-12-14 1.330
52W Low: 2024-04-16 0.250
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.492
Avg. volume 1M:   0.000
Avg. price 6M:   0.778
Avg. volume 6M:   0.000
Avg. price 1Y:   0.831
Avg. volume 1Y:   0.000
Volatility 1M:   242.30%
Volatility 6M:   152.26%
Volatility 1Y:   139.78%
Volatility 3Y:   -