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JP Morgan Call 58 FRA 21.06.2024/  DE000JL0KF04  /

EUWAX
2024-05-28  9:20:49 AM Chg.- Bid8:01:49 AM Ask8:01:49 AM Underlying Strike price Expiration date Option type
0.018EUR - 0.006
Bid Size: 500		 0.310
Ask Size: 500		 FRAPORT AG FFM.AIRPO... 58.00 - 2024-06-21 Call
 

Master data

WKN: JL0KF0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 58.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.80
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.28
Parity: -0.57
Time value: 0.22
Break-even: 60.20
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 7.37
Spread abs.: 0.20
Spread %: 1,057.89%
Delta: 0.35
Theta: -0.08
Omega: 8.24
Rho: 0.01
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+63.64%
1 Month
  -18.18%
3 Months
  -86.15%
YTD
  -95.38%
1 Year
  -95.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.006
1M High / 1M Low: 0.041 0.006
6M High / 6M Low: 0.530 0.006
High (YTD): 2024-01-10 0.400
Low (YTD): 2024-05-24 0.006
52W High: 2023-12-15 0.530
52W Low: 2024-05-24 0.006
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.189
Avg. volume 6M:   0.000
Avg. price 1Y:   0.274
Avg. volume 1Y:   0.000
Volatility 1M:   1,099.76%
Volatility 6M:   504.21%
Volatility 1Y:   375.28%
Volatility 3Y:   -