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JP Morgan Call 50 KOG 21.06.2024/  DE000JL00AU1  /

EUWAX
2024-05-28  10:28:44 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.350EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 KROGER CO. ... 50.00 - 2024-06-21 Call
 

Master data

WKN: JL00AU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: KROGER CO. DL 1
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2023-04-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.84
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.18
Parity: -0.12
Time value: 0.38
Break-even: 53.80
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 3.43
Spread abs.: 0.03
Spread %: 8.57%
Delta: 0.50
Theta: -0.09
Omega: 6.47
Rho: 0.01
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.63%
1 Month
  -42.62%
3 Months  
+66.67%
YTD  
+218.18%
1 Year
  -30.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.350
1M High / 1M Low: 0.570 0.350
6M High / 6M Low: 0.780 0.080
High (YTD): 2024-04-04 0.780
Low (YTD): 2024-02-08 0.080
52W High: 2024-04-04 0.780
52W Low: 2024-02-08 0.080
Avg. price 1W:   0.396
Avg. volume 1W:   0.000
Avg. price 1M:   0.492
Avg. volume 1M:   0.000
Avg. price 6M:   0.342
Avg. volume 6M:   0.000
Avg. price 1Y:   0.329
Avg. volume 1Y:   0.000
Volatility 1M:   112.42%
Volatility 6M:   220.21%
Volatility 1Y:   177.93%
Volatility 3Y:   -