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JP Morgan Call 15 BE 21.06.2024/  DE000JL3HSY6  /

EUWAX
2024-06-04  11:24:24 AM Chg.-0.070 Bid8:23:10 PM Ask8:23:10 PM Underlying Strike price Expiration date Option type
0.120EUR -36.84% 0.093
Bid Size: 75,000		 0.110
Ask Size: 75,000		 Bloom Energy Corpora... 15.00 - 2024-06-21 Call
 

Master data

WKN: JL3HSY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bloom Energy Corporation
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2023-05-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.02
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 1.47
Historic volatility: 0.60
Parity: -0.06
Time value: 0.16
Break-even: 16.60
Moneyness: 0.96
Premium: 0.15
Premium p.a.: 18.95
Spread abs.: 0.03
Spread %: 23.08%
Delta: 0.52
Theta: -0.05
Omega: 4.67
Rho: 0.00
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month  
+126.42%
3 Months  
+200.00%
YTD
  -64.71%
1 Year
  -72.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.150
1M High / 1M Low: 0.240 0.022
6M High / 6M Low: 0.370 0.021
High (YTD): 2024-01-02 0.300
Low (YTD): 2024-04-23 0.021
52W High: 2023-07-17 0.640
52W Low: 2024-04-23 0.021
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.127
Avg. volume 6M:   0.000
Avg. price 1Y:   0.250
Avg. volume 1Y:   0.000
Volatility 1M:   1,050.72%
Volatility 6M:   493.69%
Volatility 1Y:   366.39%
Volatility 3Y:   -