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JP Morgan Call 60 FRA 21.06.2024/  DE000JL0KF20  /

EUWAX
2024-06-04  9:53:06 AM Chg.-0.007 Bid10:09:25 AM Ask10:09:25 AM Underlying Strike price Expiration date Option type
0.004EUR -63.64% 0.004
Bid Size: 1,000		 0.150
Ask Size: 1,000		 FRAPORT AG FFM.AIRPO... 60.00 - 2024-06-21 Call
 

Master data

WKN: JL0KF2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.32
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 1.16
Historic volatility: 0.28
Parity: -0.63
Time value: 0.31
Break-even: 63.10
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 30.92
Spread abs.: 0.30
Spread %: 4,328.57%
Delta: 0.38
Theta: -0.15
Omega: 6.56
Rho: 0.01
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.011
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -71.43%
3 Months
  -93.10%
YTD
  -98.71%
1 Year
  -99.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.002
1M High / 1M Low: 0.023 0.002
6M High / 6M Low: 0.440 0.002
High (YTD): 2024-01-10 0.320
Low (YTD): 2024-05-29 0.002
52W High: 2023-12-15 0.440
52W Low: 2024-05-29 0.002
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.136
Avg. volume 6M:   0.000
Avg. price 1Y:   0.216
Avg. volume 1Y:   0.000
Volatility 1M:   1,309.02%
Volatility 6M:   589.08%
Volatility 1Y:   437.03%
Volatility 3Y:   -