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JP Morgan Call 105 EW 21.06.2024/  DE000JL7PDN5  /

EUWAX
2024-05-17  10:12:21 AM Chg.-0.001 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.009EUR -10.00% -
Bid Size: -		 -
Ask Size: -		 Edwards Lifesciences... 105.00 USD 2024-06-21 Call
 

Master data

WKN: JL7PDN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Edwards Lifesciences Corp
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 100.12
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.26
Parity: -1.37
Time value: 0.08
Break-even: 97.44
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 4.39
Spread abs.: 0.07
Spread %: 800.00%
Delta: 0.15
Theta: -0.04
Omega: 15.09
Rho: 0.01
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -84.75%
3 Months
  -88.89%
YTD
  -85.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.002
1M High / 1M Low: 0.059 0.002
6M High / 6M Low: 0.250 0.002
High (YTD): 2024-03-08 0.250
Low (YTD): 2024-05-14 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.071
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,004.61%
Volatility 6M:   610.61%
Volatility 1Y:   -
Volatility 3Y:   -