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JP Morgan Call 48 FRA 21.06.2024/  DE000JL0HB60  /

EUWAX
2024-05-28  9:20:36 AM Chg.- Bid9:12:43 AM Ask9:12:43 AM Underlying Strike price Expiration date Option type
0.470EUR - 0.370
Bid Size: 3,000		 0.450
Ask Size: 3,000		 FRAPORT AG FFM.AIRPO... 48.00 - 2024-06-21 Call
 

Master data

WKN: JL0HB6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.81
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.44
Implied volatility: 0.80
Historic volatility: 0.28
Parity: 0.44
Time value: 0.24
Break-even: 54.70
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.95
Spread abs.: 0.20
Spread %: 42.55%
Delta: 0.70
Theta: -0.08
Omega: 5.51
Rho: 0.02
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.51%
1 Month  
+80.77%
3 Months
  -22.95%
YTD
  -51.55%
1 Year
  -43.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.300
1M High / 1M Low: 0.540 0.200
6M High / 6M Low: 1.160 0.170
High (YTD): 2024-01-10 1.000
Low (YTD): 2024-04-16 0.170
52W High: 2023-12-15 1.160
52W Low: 2024-04-16 0.170
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.360
Avg. volume 1M:   0.000
Avg. price 6M:   0.635
Avg. volume 6M:   0.000
Avg. price 1Y:   0.702
Avg. volume 1Y:   0.000
Volatility 1M:   371.26%
Volatility 6M:   206.90%
Volatility 1Y:   171.89%
Volatility 3Y:   -