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JP Morgan Call 52 FRA 21.06.2024/  DE000JL0HB94  /

EUWAX
2024-06-10  4:07:06 PM Chg.-0.090 Bid4:52:29 PM Ask4:52:29 PM Underlying Strike price Expiration date Option type
0.170EUR -34.62% 0.170
Bid Size: 3,000		 0.240
Ask Size: 3,000		 FRAPORT AG FFM.AIRPO... 52.00 - 2024-06-21 Call
 

Master data

WKN: JL0HB9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.73
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.20
Implied volatility: 0.96
Historic volatility: 0.28
Parity: 0.20
Time value: 0.27
Break-even: 56.60
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 3.91
Spread abs.: 0.20
Spread %: 76.92%
Delta: 0.62
Theta: -0.16
Omega: 7.30
Rho: 0.01
 

Quote data

Open: 0.210
High: 0.210
Low: 0.170
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.29%
1 Month  
+161.54%
3 Months
  -55.26%
YTD
  -75.71%
1 Year
  -67.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.250
1M High / 1M Low: 0.280 0.065
6M High / 6M Low: 0.870 0.065
High (YTD): 2024-01-10 0.730
Low (YTD): 2024-05-10 0.065
52W High: 2023-12-15 0.870
52W Low: 2024-05-10 0.065
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   0.372
Avg. volume 6M:   0.000
Avg. price 1Y:   0.478
Avg. volume 1Y:   0.000
Volatility 1M:   637.99%
Volatility 6M:   318.47%
Volatility 1Y:   247.67%
Volatility 3Y:   -