OverviewChartNewsTraderScreen

JP Morgan Call 90 NTES 21.06.2024/  DE000JL3NZU7  /

EUWAX
03/06/2024  08:19:23 Chg.+0.030 Bid18:20:34 Ask18:20:34 Underlying Strike price Expiration date Option type
0.300EUR +11.11% 0.180
Bid Size: 100,000		 0.190
Ask Size: 100,000		 NetEase Inc 90.00 - 21/06/2024 Call
 

Master data

WKN: JL3NZU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NetEase Inc
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 21/06/2024
Issue date: 23/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.30
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.35
Parity: -0.80
Time value: 0.28
Break-even: 92.80
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 11.18
Spread abs.: 0.03
Spread %: 12.00%
Delta: 0.33
Theta: -0.14
Omega: 9.66
Rho: 0.01
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -75.00%
3 Months
  -85.92%
YTD
  -69.70%
1 Year
  -79.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.260
1M High / 1M Low: 1.460 0.260
6M High / 6M Low: 2.400 0.260
High (YTD): 29/02/2024 2.400
Low (YTD): 30/05/2024 0.260
52W High: 20/11/2023 3.000
52W Low: 30/05/2024 0.260
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.893
Avg. volume 1M:   550
Avg. price 6M:   1.406
Avg. volume 6M:   93.145
Avg. price 1Y:   1.841
Avg. volume 1Y:   45.472
Volatility 1M:   264.70%
Volatility 6M:   209.63%
Volatility 1Y:   165.76%
Volatility 3Y:   -