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JP Morgan Call 11.2 AFR0 21.06.20.../  DE000JB26VC1  /

EUWAX
2024-06-07  11:22:27 AM Chg.-0.004 Bid5:36:09 PM Ask5:36:09 PM Underlying Strike price Expiration date Option type
0.009EUR -30.77% 0.008
Bid Size: 7,500		 0.058
Ask Size: 7,500		 AIR FRANCE-KLM INH. ... 11.20 EUR 2024-06-21 Call
 

Master data

WKN: JB26VC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 11.20 EUR
Maturity: 2024-06-21
Issue date: 2023-09-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.71
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.36
Parity: -0.06
Time value: 0.04
Break-even: 11.63
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 9.55
Spread abs.: 0.03
Spread %: 230.77%
Delta: 0.40
Theta: -0.02
Omega: 9.88
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.013
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -65.38%
3 Months
  -80.00%
YTD
  -97.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.012
1M High / 1M Low: 0.064 0.012
6M High / 6M Low: 0.350 0.012
High (YTD): 2024-01-08 0.310
Low (YTD): 2024-05-31 0.012
52W High: - -
52W Low: - -
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.115
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   478.98%
Volatility 6M:   292.37%
Volatility 1Y:   -
Volatility 3Y:   -