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JP Morgan Call 56 FRA 21.06.2024/  DE000JL0KEZ3  /

EUWAX
2024-06-10  9:53:34 AM Chg.-0.019 Bid10:35:39 AM Ask10:35:39 AM Underlying Strike price Expiration date Option type
0.027EUR -41.30% 0.025
Bid Size: 2,000		 0.130
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: 0.027
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.50%
1 Month  
+68.75%
3 Months
  -86.50%
YTD
  -94.38%
1 Year
  -93.41%
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:   -