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JP Morgan Call 16 CAR 21.06.2024/  DE000JL5PND9  /

EUWAX
2024-05-27  11:23:04 AM Chg.- Bid8:14:38 AM Ask8:14:38 AM Underlying Strike price Expiration date Option type
0.350EUR - 0.180
Bid Size: 3,000		 0.380
Ask Size: 3,000		 CARREFOUR S.A. INH.E... 16.00 - 2024-06-21 Call
 

Master data

WKN: JL5PND
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CARREFOUR S.A. INH.EO 2,5
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 2024-06-21
Issue date: 2023-06-23
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 27.63
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.30
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.30
Time value: 0.29
Break-even: 16.59
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.29
Spread abs.: 0.30
Spread %: 103.45%
Delta: 0.65
Theta: -0.01
Omega: 17.85
Rho: 0.01
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.26%
1 Month
  -7.89%
3 Months
  -48.53%
YTD
  -77.99%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.250
1M High / 1M Low: 0.850 0.230
6M High / 6M Low: 2.310 0.230
High (YTD): 2024-01-02 1.700
Low (YTD): 2024-05-03 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   0.426
Avg. volume 1M:   0.000
Avg. price 6M:   0.954
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   441.01%
Volatility 6M:   281.31%
Volatility 1Y:   -
Volatility 3Y:   -