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JP Morgan Call 11.1 AFR0 21.06.20.../  DE000JB26VB3  /

EUWAX
2024-05-31  10:57:28 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.014EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 AIR FRANCE-KLM INH. ... 11.10 EUR 2024-06-21 Call
 

Master data

WKN: JB26VB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 11.10 EUR
Maturity: 2024-06-21
Issue date: 2023-09-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.38
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.36
Parity: -0.06
Time value: 0.05
Break-even: 11.59
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 5.33
Spread abs.: 0.03
Spread %: 157.89%
Delta: 0.41
Theta: -0.02
Omega: 8.74
Rho: 0.00
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.014
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -33.33%
3 Months
  -80.82%
YTD
  -95.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.014
1M High / 1M Low: 0.069 0.014
6M High / 6M Low: 0.360 0.014
High (YTD): 2024-01-08 0.320
Low (YTD): 2024-05-31 0.014
52W High: - -
52W Low: - -
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   490.88%
Volatility 6M:   276.55%
Volatility 1Y:   -
Volatility 3Y:   -