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JP Morgan Call 11.3 AFR0 21.06.20.../  DE000JB1TTZ2  /

EUWAX
2024-05-31  10:57:22 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 AIR FRANCE-KLM INH. ... 11.30 EUR 2024-06-21 Call
 

Master data

WKN: JB1TTZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 11.30 EUR
Maturity: 2024-06-21
Issue date: 2023-09-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.81
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.36
Parity: -0.08
Time value: 0.04
Break-even: 11.74
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 7.01
Spread abs.: 0.03
Spread %: 214.29%
Delta: 0.37
Theta: -0.02
Omega: 8.90
Rho: 0.00
 

Quote data

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

Performance

1 Week
  -33.33%
1 Month
  -41.18%
3 Months
  -84.85%
YTD
  -96.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.010
1M High / 1M Low: 0.059 0.010
6M High / 6M Low: 0.340 0.010
High (YTD): 2024-01-02 0.310
Low (YTD): 2024-05-31 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.117
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   539.37%
Volatility 6M:   296.39%
Volatility 1Y:   -
Volatility 3Y:   -