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JP Morgan Call 86 HEI 21.06.2024/  DE000JL1PWT5  /

EUWAX
2024-05-30  9:50:24 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.11EUR - -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 86.00 - 2024-06-21 Call
 

Master data

WKN: JL1PWT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 86.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.62
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.97
Implied volatility: 0.54
Historic volatility: 0.23
Parity: 0.97
Time value: 0.14
Break-even: 97.10
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 1.83%
Delta: 0.82
Theta: -0.08
Omega: 7.11
Rho: 0.04
 

Quote data

Open: 1.11
High: 1.11
Low: 1.11
Previous Close: 1.14
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -18.38%
1 Month  
+19.35%
3 Months  
+70.77%
YTD  
+208.33%
1 Year  
+236.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.44 1.11
1M High / 1M Low: 1.65 0.90
6M High / 6M Low: 1.69 0.19
High (YTD): 2024-04-02 1.69
Low (YTD): 2024-01-03 0.26
52W High: 2024-04-02 1.69
52W Low: 2023-11-07 0.09
Avg. price 1W:   1.27
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   0.78
Avg. volume 6M:   0.00
Avg. price 1Y:   0.53
Avg. volume 1Y:   0.00
Volatility 1M:   217.93%
Volatility 6M:   195.56%
Volatility 1Y:   183.25%
Volatility 3Y:   -