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JP Morgan Call 200 ELAA 16.08.202.../  DE000JL5GMJ7  /

EUWAX
2024-06-03  10:05:24 AM Chg.+0.004 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.006EUR +200.00% -
Bid Size: -		 -
Ask Size: -		 ESTEE LAUDER COS A D... 200.00 - 2024-08-16 Call
 

Master data

WKN: JL5GMJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ESTEE LAUDER COS A DL-,01
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-08-16
Issue date: 2023-06-07
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 71.04
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.39
Parity: -8.63
Time value: 0.16
Break-even: 201.60
Moneyness: 0.57
Premium: 0.77
Premium p.a.: 15.88
Spread abs.: 0.15
Spread %: 2,566.67%
Delta: 0.09
Theta: -0.05
Omega: 6.66
Rho: 0.02
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -76.00%
3 Months
  -98.06%
YTD
  -98.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.002
1M High / 1M Low: 0.025 0.002
6M High / 6M Low: 0.570 0.002
High (YTD): 2024-03-14 0.480
Low (YTD): 2024-05-31 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.232
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   406.85%
Volatility 6M:   332.62%
Volatility 1Y:   -
Volatility 3Y:   -