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JP Morgan Call 12.5 AFR0 20.09.20.../  DE000JB7VLM0  /

EUWAX
2024-06-07  9:20:13 AM Chg.-0.004 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.035EUR -10.26% -
Bid Size: -		 -
Ask Size: -		 AIR FRANCE-KLM INH. ... 12.50 EUR 2024-09-20 Call
 

Master data

WKN: JB7VLM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 12.50 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.93
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.36
Parity: -0.21
Time value: 0.07
Break-even: 13.20
Moneyness: 0.84
Premium: 0.26
Premium p.a.: 1.27
Spread abs.: 0.04
Spread %: 133.33%
Delta: 0.36
Theta: -0.01
Omega: 5.37
Rho: 0.01
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.039
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month  
+12.90%
3 Months
  -23.91%
YTD
  -87.04%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.035
1M High / 1M Low: 0.070 0.029
6M High / 6M Low: 0.300 0.022
High (YTD): 2024-01-02 0.270
Low (YTD): 2024-05-02 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   0.104
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.99%
Volatility 6M:   219.37%
Volatility 1Y:   -
Volatility 3Y:   -