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JP Morgan Call 195 ELAA 16.08.202.../  DE000JL5GMH1  /

EUWAX
2024-06-10  10:14:47 AM Chg.-0.003 Bid11:15:36 AM Ask11:15:36 AM Underlying Strike price Expiration date Option type
0.003EUR -50.00% 0.003
Bid Size: 500		 0.200
Ask Size: 500		 ESTEE LAUDER COS A D... 195.00 - 2024-08-16 Call
 

Master data

WKN: JL5GMH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ESTEE LAUDER COS A DL-,01
Type: Warrant
Option type: Call
Strike price: 195.00 -
Maturity: 2024-08-16
Issue date: 2023-06-07
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 55.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.39
Parity: -8.32
Time value: 0.20
Break-even: 197.00
Moneyness: 0.57
Premium: 0.76
Premium p.a.: 20.93
Spread abs.: 0.20
Spread %: 6,566.67%
Delta: 0.11
Theta: -0.06
Omega: 6.21
Rho: 0.02
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.50%
1 Month
  -84.21%
3 Months
  -99.19%
YTD
  -99.49%
1 Year
  -99.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.006
1M High / 1M Low: 0.031 0.003
6M High / 6M Low: 0.660 0.003
High (YTD): 2024-03-14 0.560
Low (YTD): 2024-05-31 0.003
52W High: 2023-06-19 3.770
52W Low: 2024-05-31 0.003
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.260
Avg. volume 6M:   0.000
Avg. price 1Y:   0.826
Avg. volume 1Y:   0.000
Volatility 1M:   707.82%
Volatility 6M:   394.72%
Volatility 1Y:   320.61%
Volatility 3Y:   -