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JP Morgan Call 11.7 AFR0 21.06.20.../  DE000JB2BM54  /

EUWAX
2024-05-31  10:17:26 AM Chg.-0.001 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.005EUR -16.67% -
Bid Size: -		 -
Ask Size: -		 AIR FRANCE-KLM INH. ... 11.70 EUR 2024-06-21 Call
 

Master data

WKN: JB2BM5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 11.70 EUR
Maturity: 2024-06-21
Issue date: 2023-09-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.82
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.93
Historic volatility: 0.36
Parity: -0.12
Time value: 0.05
Break-even: 12.18
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 14.68
Spread abs.: 0.04
Spread %: 500.00%
Delta: 0.35
Theta: -0.02
Omega: 7.63
Rho: 0.00
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.44%
1 Month
  -54.55%
3 Months
  -91.07%
YTD
  -98.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.005
1M High / 1M Low: 0.044 0.005
6M High / 6M Low: 0.310 0.005
High (YTD): 2024-01-02 0.280
Low (YTD): 2024-05-31 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.102
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   631.57%
Volatility 6M:   335.99%
Volatility 1Y:   -
Volatility 3Y:   -