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JP Morgan Call 98 HEI 21.06.2024/  DE000JL14ZJ2  /

EUWAX
2024-05-31  10:52:21 AM Chg.+0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.200EUR +11.11% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 98.00 - 2024-06-21 Call
 

Master data

WKN: JL14ZJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 98.00 -
Maturity: 2024-06-21
Issue date: 2023-04-21
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 56.31
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -0.23
Time value: 0.17
Break-even: 99.70
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 1.10
Spread abs.: 0.03
Spread %: 21.43%
Delta: 0.39
Theta: -0.07
Omega: 21.86
Rho: 0.02
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.39%
1 Month
  -4.76%
3 Months  
+25.00%
YTD  
+138.10%
1 Year  
+42.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.180
1M High / 1M Low: 0.510 0.170
6M High / 6M Low: 0.780 0.041
High (YTD): 2024-03-28 0.780
Low (YTD): 2024-01-03 0.060
52W High: 2024-03-28 0.780
52W Low: 2023-11-06 0.019
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   0.215
Avg. volume 6M:   0.000
Avg. price 1Y:   0.160
Avg. volume 1Y:   0.000
Volatility 1M:   489.02%
Volatility 6M:   328.33%
Volatility 1Y:   276.97%
Volatility 3Y:   -