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JP Morgan Call 142 BEI 21.06.2024/  DE000JL0U286  /

EUWAX
2024-05-31  11:23:12 AM Chg.+0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.390EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 BEIERSDORF AG O.N. 142.00 - 2024-06-21 Call
 

Master data

WKN: JL0U28
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 142.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.07
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.24
Implied volatility: 0.25
Historic volatility: 0.14
Parity: 0.24
Time value: 0.25
Break-even: 146.80
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.36
Spread abs.: 0.03
Spread %: 6.67%
Delta: 0.64
Theta: -0.09
Omega: 19.12
Rho: 0.05
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.42%
1 Month  
+14.71%
3 Months  
+69.57%
YTD
  -17.02%
1 Year
  -22.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.360
1M High / 1M Low: 0.670 0.340
6M High / 6M Low: 0.690 0.079
High (YTD): 2024-02-08 0.690
Low (YTD): 2024-04-11 0.079
52W High: 2024-02-08 0.690
52W Low: 2024-04-11 0.079
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.504
Avg. volume 1M:   0.000
Avg. price 6M:   0.374
Avg. volume 6M:   0.000
Avg. price 1Y:   0.344
Avg. volume 1Y:   0.000
Volatility 1M:   211.84%
Volatility 6M:   260.60%
Volatility 1Y:   214.29%
Volatility 3Y:   -