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JP Morgan Call 12.2 AFR0 20.09.20.../  DE000JB7VLJ6  /

EUWAX
2024-06-07  9:20:10 AM Chg.-0.005 Bid5:36:09 PM Ask5:36:09 PM Underlying Strike price Expiration date Option type
0.042EUR -10.64% 0.036
Bid Size: 7,500		 0.086
Ask Size: 7,500		 AIR FRANCE-KLM INH. ... 12.20 EUR 2024-09-20 Call
 

Master data

WKN: JB7VLJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 12.20 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.12
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.36
Parity: -0.16
Time value: 0.08
Break-even: 13.01
Moneyness: 0.87
Premium: 0.22
Premium p.a.: 1.02
Spread abs.: 0.04
Spread %: 97.56%
Delta: 0.40
Theta: -0.01
Omega: 5.27
Rho: 0.01
 

Quote data

Open: 0.042
High: 0.042
Low: 0.042
Previous Close: 0.047
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+7.69%
3 Months
  -19.23%
YTD
  -85.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.035
1M High / 1M Low: 0.080 0.035
6M High / 6M Low: 0.320 0.026
High (YTD): 2024-01-02 0.290
Low (YTD): 2024-05-02 0.026
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.115
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.45%
Volatility 6M:   210.21%
Volatility 1Y:   -
Volatility 3Y:   -