OverviewChartNewsTraderScreen

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

EUWAX
2024-06-07  11:22:14 AM Chg.-0.004 Bid4:04:57 PM Ask4:04:57 PM Underlying Strike price Expiration date Option type
0.007EUR -36.36% 0.007
Bid Size: 10,000		 0.027
Ask Size: 10,000		 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: 25.91
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.36
Parity: -0.07
Time value: 0.04
Break-even: 11.71
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 11.62
Spread abs.: 0.03
Spread %: 272.73%
Delta: 0.38
Theta: -0.02
Omega: 9.89
Rho: 0.00
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.011
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -69.57%
3 Months
  -83.33%
YTD
  -97.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 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:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   524.40%
Volatility 6M:   299.95%
Volatility 1Y:   -
Volatility 3Y:   -