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JP Morgan Call 80 ADM 21.06.2024/  DE000JL6NRS1  /

EUWAX
2024-05-17  10:53:19 AM Chg.+0.002 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.003EUR +200.00% -
Bid Size: -		 -
Ask Size: -		 Archer Daniels Midla... 80.00 USD 2024-06-21 Call
 

Master data

WKN: JL6NRS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Archer Daniels Midland Company
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 76.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.30
Parity: -1.69
Time value: 0.07
Break-even: 74.35
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 15.97
Spread abs.: 0.07
Spread %: 1,750.00%
Delta: 0.13
Theta: -0.04
Omega: 10.23
Rho: 0.01
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -72.73%
3 Months
  -86.96%
YTD
  -98.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.014 0.001
6M High / 6M Low: 0.370 0.001
High (YTD): 2024-01-03 0.250
Low (YTD): 2024-05-16 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.091
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   615.73%
Volatility 6M:   378.87%
Volatility 1Y:   -
Volatility 3Y:   -