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JP Morgan Call 195 CGM 21.06.2024/  DE000JL1KZK8  /

EUWAX
2024-05-21  8:54:29 AM Chg.-0.03 Bid9:06:31 PM Ask9:06:31 PM Underlying Strike price Expiration date Option type
1.31EUR -2.24% 1.51
Bid Size: 2,000		 1.81
Ask Size: 2,000		 CAPGEMINI SE INH. EO... 195.00 - 2024-06-21 Call
 

Master data

WKN: JL1KZK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 195.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.37
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.31
Implied volatility: 0.43
Historic volatility: 0.24
Parity: 1.31
Time value: 0.52
Break-even: 213.30
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.34
Spread abs.: 0.50
Spread %: 37.59%
Delta: 0.73
Theta: -0.15
Omega: 8.30
Rho: 0.11
 

Quote data

Open: 1.31
High: 1.31
Low: 1.31
Previous Close: 1.34
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.50%
1 Month  
+8.26%
3 Months
  -53.71%
YTD  
+3.15%
1 Year  
+31.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.42 1.23
1M High / 1M Low: 1.58 0.84
6M High / 6M Low: 3.54 0.84
High (YTD): 2024-02-26 3.54
Low (YTD): 2024-05-02 0.84
52W High: 2024-02-26 3.54
52W Low: 2023-10-27 0.56
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   1.30
Avg. volume 1M:   0.00
Avg. price 6M:   1.91
Avg. volume 6M:   0.00
Avg. price 1Y:   1.48
Avg. volume 1Y:   0.00
Volatility 1M:   244.24%
Volatility 6M:   167.67%
Volatility 1Y:   166.21%
Volatility 3Y:   -