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JP Morgan Call 11.8 AFR0 20.09.20.../  DE000JB7VLE7  /

EUWAX
2024-06-07  9:20:09 AM Chg.-0.005 Bid5:36:09 PM Ask5:36:09 PM Underlying Strike price Expiration date Option type
0.054EUR -8.47% 0.046
Bid Size: 10,000		 0.096
Ask Size: 10,000		 AIR FRANCE-KLM INH. ... 11.80 EUR 2024-09-20 Call
 

Master data

WKN: JB7VLE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 11.80 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.55
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.36
Parity: -0.12
Time value: 0.09
Break-even: 12.72
Moneyness: 0.90
Premium: 0.20
Premium p.a.: 0.87
Spread abs.: 0.04
Spread %: 76.92%
Delta: 0.44
Theta: -0.01
Omega: 5.10
Rho: 0.01
 

Quote data

Open: 0.054
High: 0.054
Low: 0.054
Previous Close: 0.059
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.73%
1 Month  
+10.20%
3 Months
  -12.90%
YTD
  -83.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.044
1M High / 1M Low: 0.096 0.044
6M High / 6M Low: 0.340 0.033
High (YTD): 2024-01-02 0.320
Low (YTD): 2024-05-02 0.033
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.130
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.59%
Volatility 6M:   200.82%
Volatility 1Y:   -
Volatility 3Y:   -