JP Morgan Call 80 W 21.06.2024/  DE000JL8ZR13  /

EUWAX
2024-06-07  10:14:07 AM Chg.+0.002 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.008EUR +33.33% -
Bid Size: -
-
Ask Size: -
Wayfair Inc 80.00 USD 2024-06-21 Call
 

Master data

WKN: JL8ZR1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Wayfair Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 80.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.17
Historic volatility: 0.61
Parity: -1.89
Time value: 0.07
Break-even: 74.13
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 0.00
Spread abs.: 0.06
Spread %: 750.00%
Delta: 0.12
Theta: -0.09
Omega: 9.70
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -96.80%
3 Months
  -98.14%
YTD
  -99.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.004
1M High / 1M Low: 0.390 0.004
6M High / 6M Low: 1.060 0.004
High (YTD): 2024-01-02 0.690
Low (YTD): 2024-06-05 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.375
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   488.28%
Volatility 6M:   361.62%
Volatility 1Y:   -
Volatility 3Y:   -