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JP Morgan Call 125 EL 21.06.2024/  DE000JB56Z10  /

EUWAX
2024-05-31  8:25:46 AM Chg.+0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.240EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 Estee Lauder Compani... 125.00 USD 2024-06-21 Call
 

Master data

WKN: JB56Z1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.46
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.39
Parity: -0.15
Time value: 0.35
Break-even: 118.73
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 1.20
Spread abs.: 0.05
Spread %: 15.15%
Delta: 0.47
Theta: -0.11
Omega: 15.21
Rho: 0.03
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.94%
1 Month
  -76.47%
3 Months
  -91.18%
YTD
  -91.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.220
1M High / 1M Low: 1.350 0.220
6M High / 6M Low: 3.110 0.220
High (YTD): 2024-03-12 3.110
Low (YTD): 2024-05-30 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.830
Avg. volume 1M:   0.000
Avg. price 6M:   2.097
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   259.99%
Volatility 6M:   190.68%
Volatility 1Y:   -
Volatility 3Y:   -