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JP Morgan Call 220 ELAA 16.08.202.../  DE000JL5GMN9  /

EUWAX
2024-06-03  1:12:16 PM Chg.- Bid8:38:42 AM Ask8:38:42 AM Underlying Strike price Expiration date Option type
0.003EUR - 0.002
Bid Size: 500		 0.200
Ask Size: 500		 ESTEE LAUDER COS A D... 220.00 - 2024-08-16 Call
 

Master data

WKN: JL5GMN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ESTEE LAUDER COS A DL-,01
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-08-16
Issue date: 2023-06-07
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.94
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.97
Historic volatility: 0.39
Parity: -10.61
Time value: 0.20
Break-even: 222.00
Moneyness: 0.52
Premium: 0.95
Premium p.a.: 27.14
Spread abs.: 0.20
Spread %: 6,566.67%
Delta: 0.10
Theta: -0.06
Omega: 5.73
Rho: 0.02
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -62.50%
3 Months
  -98.24%
YTD
  -98.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.001
1M High / 1M Low: 0.011 0.001
6M High / 6M Low: 0.330 0.001
High (YTD): 2024-03-14 0.240
Low (YTD): 2024-05-31 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.116
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   870.98%
Volatility 6M:   469.50%
Volatility 1Y:   -
Volatility 3Y:   -