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

EUWAX
2024-06-03  9:09:03 AM Chg.+0.009 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.022EUR +69.23% -
Bid Size: -		 -
Ask Size: -		 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: 66.86
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.39
Parity: -6.13
Time value: 0.17
Break-even: 176.70
Moneyness: 0.65
Premium: 0.55
Premium p.a.: 7.81
Spread abs.: 0.15
Spread %: 639.13%
Delta: 0.11
Theta: -0.05
Omega: 7.53
Rho: 0.02
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.013
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.52%
1 Month
  -83.08%
3 Months
  -96.94%
YTD
  -97.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.012
1M High / 1M Low: 0.130 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:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.539
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   341.55%
Volatility 6M:   285.78%
Volatility 1Y:   -
Volatility 3Y:   -