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JP Morgan Call 48 FRA 21.06.2024/  DE000JL0HB60  /

EUWAX
2024-05-30  12:30:26 PM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.520EUR - -
Bid Size: -		 -
Ask Size: -		 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: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.70
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.60
Implied volatility: 0.51
Historic volatility: 0.28
Parity: 0.60
Time value: 0.03
Break-even: 54.20
Moneyness: 1.12
Premium: 0.00
Premium p.a.: 0.17
Spread abs.: 0.10
Spread %: 19.23%
Delta: 0.91
Theta: -0.04
Omega: 7.96
Rho: 0.01
 

Quote data

Open: 0.420
High: 0.520
Low: 0.420
Previous Close: 0.390
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+160.00%
3 Months
  -16.13%
YTD
  -46.39%
1 Year
  -25.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
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:   -
Avg. volume 1W:   -
Avg. price 1M:   0.425
Avg. volume 1M:   0.000
Avg. price 6M:   0.608
Avg. volume 6M:   0.000
Avg. price 1Y:   0.696
Avg. volume 1Y:   0.000
Volatility 1M:   447.82%
Volatility 6M:   217.11%
Volatility 1Y:   177.81%
Volatility 3Y:   -