OverviewChartNewsTraderScreen

JP Morgan Call 205 CGM 21.06.2024/  DE000JL1KZM4  /

EUWAX
5/21/2024  8:54:29 AM Chg.-0.030 Bid11:46:21 AM Ask11:46:21 AM Underlying Strike price Expiration date Option type
0.530EUR -5.36% 0.630
Bid Size: 50,000		 0.650
Ask Size: 50,000		 CAPGEMINI SE INH. EO... 205.00 - 6/21/2024 Call
 

Master data

WKN: JL1KZM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 205.00 -
Maturity: 6/21/2024
Issue date: 4/12/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.77
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.31
Implied volatility: 0.26
Historic volatility: 0.24
Parity: 0.31
Time value: 0.53
Break-even: 213.40
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.34
Spread abs.: 0.30
Spread %: 55.56%
Delta: 0.61
Theta: -0.11
Omega: 15.07
Rho: 0.10
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -20.90%
3 Months
  -74.40%
YTD
  -37.65%
1 Year
  -29.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.490
1M High / 1M Low: 0.940 0.350
6M High / 6M Low: 2.700 0.350
High (YTD): 2/26/2024 2.700
Low (YTD): 5/2/2024 0.350
52W High: 2/26/2024 2.700
52W Low: 5/2/2024 0.350
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.645
Avg. volume 1M:   0.000
Avg. price 6M:   1.309
Avg. volume 6M:   0.000
Avg. price 1Y:   1.050
Avg. volume 1Y:   0.000
Volatility 1M:   327.34%
Volatility 6M:   207.72%
Volatility 1Y:   192.45%
Volatility 3Y:   -