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JP Morgan Call 165 EL 16.08.2024/  DE000JL9QN66  /

EUWAX
2024-06-07  12:11:48 PM Chg.- Bid11:15:36 AM Ask11:15:36 AM Underlying Strike price Expiration date Option type
0.036EUR - 0.020
Bid Size: 1,000		 0.170
Ask Size: 1,000		 Estee Lauder Compani... 165.00 USD 2024-08-16 Call
 

Master data

WKN: JL9QN6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 2024-08-16
Issue date: 2023-08-11
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 100.39
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.39
Parity: -4.13
Time value: 0.11
Break-even: 154.19
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 4.77
Spread abs.: 0.09
Spread %: 445.45%
Delta: 0.10
Theta: -0.03
Omega: 10.30
Rho: 0.02
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.037
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.53%
1 Month
  -74.29%
3 Months
  -96.33%
YTD
  -97.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.036
1M High / 1M Low: 0.210 0.029
6M High / 6M Low: 1.400 0.029
High (YTD): 2024-02-05 1.380
Low (YTD): 2024-05-30 0.029
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.716
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   371.35%
Volatility 6M:   283.20%
Volatility 1Y:   -
Volatility 3Y:   -