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JP Morgan Call 54 FRA 21.06.2024/  DE000JL0KEY6  /

EUWAX
2024-05-28  9:20:49 AM Chg.-0.008 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.082EUR -8.89% -
Bid Size: -		 -
Ask Size: -		 FRAPORT AG FFM.AIRPO... 54.00 - 2024-06-21 Call
 

Master data

WKN: JL0KEY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 54.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.76
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.28
Parity: -0.17
Time value: 0.23
Break-even: 56.30
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 2.02
Spread abs.: 0.15
Spread %: 177.11%
Delta: 0.45
Theta: -0.06
Omega: 10.20
Rho: 0.01
 

Quote data

Open: 0.082
High: 0.082
Low: 0.082
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.16%
1 Month  
+28.13%
3 Months
  -69.63%
YTD
  -86.10%
1 Year
  -85.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.031
1M High / 1M Low: 0.140 0.031
6M High / 6M Low: 0.750 0.031
High (YTD): 2024-01-10 0.610
Low (YTD): 2024-05-24 0.031
52W High: 2023-12-15 0.750
52W Low: 2024-05-24 0.031
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.318
Avg. volume 6M:   0.000
Avg. price 1Y:   0.406
Avg. volume 1Y:   0.000
Volatility 1M:   865.19%
Volatility 6M:   401.31%
Volatility 1Y:   302.13%
Volatility 3Y:   -