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JP Morgan Call 175 ELAA 16.08.202.../  DE000JL3R3E6  /

EUWAX
2024-06-10  9:20:13 AM Chg.-0.009 Bid6:43:07 PM Ask6:43:07 PM Underlying Strike price Expiration date Option type
0.011EUR -45.00% 0.008
Bid Size: 7,500		 0.058
Ask Size: 7,500		 ESTEE LAUDER COS A D... 175.00 - 2024-08-16 Call
 

Master data

WKN: JL3R3E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ESTEE LAUDER COS A DL-,01
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 2024-08-16
Issue date: 2023-06-13
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 69.85
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.39
Parity: -6.32
Time value: 0.16
Break-even: 176.60
Moneyness: 0.64
Premium: 0.58
Premium p.a.: 11.09
Spread abs.: 0.15
Spread %: 1,354.55%
Delta: 0.11
Theta: -0.05
Omega: 7.49
Rho: 0.02
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -84.93%
3 Months
  -98.49%
YTD
  -98.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.022 0.019
1M High / 1M Low: 0.110 0.012
6M High / 6M Low: 1.100 0.012
High (YTD): 2024-03-14 1.080
Low (YTD): 2024-05-30 0.012
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.511
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   410.74%
Volatility 6M:   299.75%
Volatility 1Y:   -
Volatility 3Y:   -