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JP Morgan Call 105 EW 21.06.2024/  DE000JL7PDN5  /

EUWAX
2024-05-20  10:00:31 AM Chg.- Bid8:12:49 AM Ask8:12:49 AM Underlying Strike price Expiration date Option type
0.009EUR - 0.009
Bid Size: 2,000		 0.099
Ask Size: 2,000		 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: 90.69
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.26
Parity: -1.40
Time value: 0.09
Break-even: 97.59
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 6.06
Spread abs.: 0.08
Spread %: 1,000.00%
Delta: 0.16
Theta: -0.05
Omega: 14.27
Rho: 0.01
 

Quote data

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

Performance

1 Week  
+350.00%
1 Month
  -80.00%
3 Months
  -89.16%
YTD
  -85.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.002
1M High / 1M Low: 0.050 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:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.071
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,025.58%
Volatility 6M:   610.49%
Volatility 1Y:   -
Volatility 3Y:   -