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

EUWAX
2024-06-07  10:27:47 AM Chg.0.000 Bid3:01:52 PM Ask3:01:52 PM Underlying Strike price Expiration date Option type
0.005EUR 0.00% 0.003
Bid Size: 7,500		 0.023
Ask Size: 7,500		 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: 23.61
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.01
Historic volatility: 0.36
Parity: -0.11
Time value: 0.05
Break-even: 12.15
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 32.01
Spread abs.: 0.04
Spread %: 800.00%
Delta: 0.35
Theta: -0.03
Omega: 8.31
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -64.29%
3 Months
  -84.38%
YTD
  -98.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 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): 2024-06-06 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.096
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   621.49%
Volatility 6M:   341.53%
Volatility 1Y:   -
Volatility 3Y:   -