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JP Morgan Call 115 EW 21.06.2024/  DE000JL7JMW0  /

EUWAX
2024-05-21  10:01:58 AM Chg.-0.001 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.001EUR -50.00% -
Bid Size: -		 -
Ask Size: -		 Edwards Lifesciences... 115.00 USD 2024-06-21 Call
 

Master data

WKN: JL7JMW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Edwards Lifesciences Corp
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.85
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.26
Parity: -2.32
Time value: 0.14
Break-even: 107.27
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 20.49
Spread abs.: 0.14
Spread %: 14,900.00%
Delta: 0.16
Theta: -0.07
Omega: 9.51
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -90.00%
3 Months
  -95.65%
YTD
  -96.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.011 0.001
6M High / 6M Low: 0.099 0.001
High (YTD): 2024-03-08 0.099
Low (YTD): 2024-05-17 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.024
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   506.95%
Volatility 6M:   638.84%
Volatility 1Y:   -
Volatility 3Y:   -