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JP Morgan Call 205 ELAA 16.08.202.../  DE000JL5GMK5  /

EUWAX
2024-06-10  10:14:48 AM Chg.-0.002 Bid4:54:09 PM Ask4:54:09 PM Underlying Strike price Expiration date Option type
0.002EUR -50.00% 0.001
Bid Size: 5,000		 0.061
Ask Size: 5,000		 ESTEE LAUDER COS A D... 205.00 - 2024-08-16 Call
 

Master data

WKN: JL5GMK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ESTEE LAUDER COS A DL-,01
Type: Warrant
Option type: Call
Strike price: 205.00 -
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: 0.96
Historic volatility: 0.39
Parity: -9.32
Time value: 0.20
Break-even: 207.00
Moneyness: 0.55
Premium: 0.85
Premium p.a.: 27.72
Spread abs.: 0.20
Spread %: 9,900.00%
Delta: 0.11
Theta: -0.06
Omega: 5.94
Rho: 0.02
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -80.00%
3 Months
  -99.23%
YTD
  -99.55%
1 Year
  -99.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.004
1M High / 1M Low: 0.019 0.001
6M High / 6M Low: 0.500 0.001
High (YTD): 2024-03-14 0.400
Low (YTD): 2024-05-31 0.001
52W High: 2023-06-19 3.290
52W Low: 2024-05-31 0.001
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   0.667
Avg. volume 1Y:   0.000
Volatility 1M:   1,511.71%
Volatility 6M:   661.59%
Volatility 1Y:   498.99%
Volatility 3Y:   -