JP Morgan Call 56 FRA 21.06.2024
/ DE000JL0KEZ3
JP Morgan Call 56 FRA 21.06.2024/ DE000JL0KEZ3 /
2024-06-10 12:26:32 PM |
Chg.-0.025 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.021EUR |
-54.35% |
0.021 Bid Size: 2,000 |
0.120 Ask Size: 2,000 |
FRAPORT AG FFM.AIRPO... |
56.00 - |
2024-06-21 |
Call |
Master data
WKN: |
JL0KEZ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
FRAPORT AG FFM.AIRPORT |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
56.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-04-13 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
22.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.87 |
Historic volatility: |
0.28 |
Parity: |
-0.21 |
Time value: |
0.24 |
Break-even: |
58.40 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
12.87 |
Spread abs.: |
0.20 |
Spread %: |
445.45% |
Delta: |
0.43 |
Theta: |
-0.15 |
Omega: |
9.77 |
Rho: |
0.01 |
Quote data
Open: |
0.027 |
High: |
0.027 |
Low: |
0.021 |
Previous Close: |
0.046 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-70.83% |
1 Month |
|
|
+31.25% |
3 Months |
|
|
-89.50% |
YTD |
|
|
-95.63% |
1 Year |
|
|
-94.88% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.072 |
0.046 |
1M High / 1M Low: |
0.079 |
0.012 |
6M High / 6M Low: |
0.630 |
0.012 |
High (YTD): |
2024-01-10 |
0.500 |
Low (YTD): |
2024-05-24 |
0.012 |
52W High: |
2023-12-15 |
0.630 |
52W Low: |
2024-05-24 |
0.012 |
Avg. price 1W: |
|
0.055 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.044 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.215 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.319 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
1,134.80% |
Volatility 6M: |
|
510.69% |
Volatility 1Y: |
|
378.61% |
Volatility 3Y: |
|
- |