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JP Morgan Call 155 EL 16.08.2024/  DE000JB01X42  /

EUWAX
2024-06-03  8:38:40 AM Chg.+0.026 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.092EUR +39.39% -
Bid Size: -		 -
Ask Size: -		 Estee Lauder Compani... 155.00 USD 2024-08-16 Call
 

Master data

WKN: JB01X4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 2024-08-16
Issue date: 2023-08-22
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 68.53
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.39
Parity: -2.92
Time value: 0.17
Break-even: 144.48
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 2.26
Spread abs.: 0.08
Spread %: 91.49%
Delta: 0.15
Theta: -0.04
Omega: 10.57
Rho: 0.03
 

Quote data

Open: 0.092
High: 0.092
Low: 0.092
Previous Close: 0.066
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.36%
1 Month
  -75.79%
3 Months
  -93.38%
YTD
  -94.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.061
1M High / 1M Low: 0.380 0.061
6M High / 6M Low: 1.900 0.061
High (YTD): 2024-03-14 1.900
Low (YTD): 2024-05-30 0.061
52W High: - -
52W Low: - -
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.222
Avg. volume 1M:   0.000
Avg. price 6M:   1.025
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   270.97%
Volatility 6M:   234.21%
Volatility 1Y:   -
Volatility 3Y:   -