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JP Morgan Call 145 ELAA 16.08.202.../  DE000JB3CNP8  /

EUWAX
2024-06-10  10:57:52 AM Chg.-0.040 Bid12:40:05 PM Ask12:40:05 PM Underlying Strike price Expiration date Option type
0.120EUR -25.00% 0.110
Bid Size: 2,000		 0.170
Ask Size: 2,000		 ESTEE LAUDER COS A D... 145.00 - 2024-08-16 Call
 

Master data

WKN: JB3CNP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ESTEE LAUDER COS A DL-,01
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2024-08-16
Issue date: 2023-09-25
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 55.88
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.39
Parity: -3.32
Time value: 0.20
Break-even: 147.00
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 3.45
Spread abs.: 0.08
Spread %: 66.67%
Delta: 0.16
Theta: -0.05
Omega: 9.08
Rho: 0.03
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -75.51%
3 Months
  -93.30%
YTD
  -94.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.660 0.140
6M High / 6M Low: 2.400 0.140
High (YTD): 2024-03-14 2.400
Low (YTD): 2024-05-30 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.341
Avg. volume 1M:   0.000
Avg. price 6M:   1.335
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   296.66%
Volatility 6M:   234.91%
Volatility 1Y:   -
Volatility 3Y:   -