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JP Morgan Call 125 EL 16.08.2024/  DE000JB5N001  /

EUWAX
2024-06-10  8:28:55 AM Chg.-0.180 Bid7:13:22 PM Ask7:13:22 PM Underlying Strike price Expiration date Option type
0.540EUR -25.00% 0.520
Bid Size: 50,000		 0.540
Ask Size: 50,000		 Estee Lauder Compani... 125.00 USD 2024-08-16 Call
 

Master data

WKN: JB5N00
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 2024-08-16
Issue date: 2023-10-31
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.32
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.39
Parity: -0.42
Time value: 0.61
Break-even: 122.07
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.62
Spread abs.: 0.05
Spread %: 8.93%
Delta: 0.46
Theta: -0.06
Omega: 8.49
Rho: 0.08
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.95%
1 Month
  -57.14%
3 Months
  -81.44%
YTD
  -82.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.710
1M High / 1M Low: 1.690 0.590
6M High / 6M Low: 3.720 0.590
High (YTD): 2024-03-14 3.720
Low (YTD): 2024-05-30 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   0.746
Avg. volume 1W:   0.000
Avg. price 1M:   1.048
Avg. volume 1M:   0.000
Avg. price 6M:   2.294
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.04%
Volatility 6M:   158.30%
Volatility 1Y:   -
Volatility 3Y:   -