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JP Morgan Call 120 EL 16.08.2024/  DE000JB5KAT5  /

EUWAX
2024-06-10  12:24:03 PM Chg.-0.160 Bid6:35:25 PM Ask6:35:25 PM Underlying Strike price Expiration date Option type
0.780EUR -17.02% 0.710
Bid Size: 50,000		 0.730
Ask Size: 50,000		 Estee Lauder Compani... 120.00 USD 2024-08-16 Call
 

Master data

WKN: JB5KAT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-08-16
Issue date: 2023-11-06
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.51
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.04
Implied volatility: 0.37
Historic volatility: 0.39
Parity: 0.04
Time value: 0.73
Break-even: 119.03
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.41
Spread abs.: 0.05
Spread %: 6.41%
Delta: 0.56
Theta: -0.06
Omega: 8.10
Rho: 0.10
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.940
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.71%
1 Month
  -52.73%
3 Months
  -76.07%
YTD
  -77.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.940
1M High / 1M Low: 2.060 0.850
6M High / 6M Low: 3.950 0.850
High (YTD): 2024-03-13 3.950
Low (YTD): 2024-05-31 0.850
52W High: - -
52W Low: - -
Avg. price 1W:   0.992
Avg. volume 1W:   0.000
Avg. price 1M:   1.350
Avg. volume 1M:   0.000
Avg. price 6M:   2.609
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.74%
Volatility 6M:   160.11%
Volatility 1Y:   -
Volatility 3Y:   -