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JP Morgan Call 200 CGM 21.06.2024/  DE000JL1KZL6  /

EUWAX
2024-05-21  8:54:29 AM Chg.-0.030 Bid1:59:17 PM Ask1:59:17 PM Underlying Strike price Expiration date Option type
0.880EUR -3.30% 0.990
Bid Size: 30,000		 1.010
Ask Size: 30,000		 CAPGEMINI SE INH. EO... 200.00 - 2024-06-21 Call
 

Master data

WKN: JL1KZL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.34
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 0.81
Implied volatility: 0.28
Historic volatility: 0.24
Parity: 0.81
Time value: 0.39
Break-even: 212.00
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.24
Spread abs.: 0.30
Spread %: 33.33%
Delta: 0.71
Theta: -0.11
Omega: 12.34
Rho: 0.12
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.910
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month
  -4.35%
3 Months
  -63.93%
YTD
  -15.38%
1 Year  
+1.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.820
1M High / 1M Low: 1.240 0.560
6M High / 6M Low: 3.110 0.560
High (YTD): 2024-02-26 3.110
Low (YTD): 2024-05-02 0.560
52W High: 2024-02-26 3.110
52W Low: 2023-10-27 0.470
Avg. price 1W:   0.906
Avg. volume 1W:   0.000
Avg. price 1M:   0.941
Avg. volume 1M:   0.000
Avg. price 6M:   1.593
Avg. volume 6M:   0.000
Avg. price 1Y:   1.251
Avg. volume 1Y:   0.000
Volatility 1M:   285.62%
Volatility 6M:   187.74%
Volatility 1Y:   180.19%
Volatility 3Y:   -