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JP Morgan Call 11.4 AFR0 21.06.20.../  DE000JB2BM39  /

EUWAX
2024-06-07  10:27:46 AM Chg.0.000 Bid5:36:09 PM Ask5:36:09 PM Underlying Strike price Expiration date Option type
0.009EUR 0.00% 0.005
Bid Size: 5,000		 0.055
Ask Size: 5,000		 AIR FRANCE-KLM INH. ... 11.40 EUR 2024-06-21 Call
 

Master data

WKN: JB2BM3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 11.40 EUR
Maturity: 2024-06-21
Issue date: 2023-09-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.68
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.36
Parity: -0.08
Time value: 0.05
Break-even: 11.89
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 17.78
Spread abs.: 0.04
Spread %: 444.44%
Delta: 0.39
Theta: -0.03
Omega: 8.46
Rho: 0.00
 

Quote data

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

Performance

1 Week  
+12.50%
1 Month
  -55.00%
3 Months
  -76.32%
YTD
  -97.10%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.008
1M High / 1M Low: 0.057 0.008
6M High / 6M Low: 0.330 0.008
High (YTD): 2024-01-02 0.300
Low (YTD): 2024-05-31 0.008
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.107
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   556.33%
Volatility 6M:   315.94%
Volatility 1Y:   -
Volatility 3Y:   -