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

EUWAX
2024-06-07  10:18:31 AM Chg.- Bid8:50:03 AM Ask8:50:03 AM Underlying Strike price Expiration date Option type
0.002EUR - 0.001
Bid Size: 250		 0.200
Ask Size: 250		 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: 55.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.04
Historic volatility: 0.39
Parity: -10.82
Time value: 0.20
Break-even: 222.00
Moneyness: 0.51
Premium: 0.99
Premium p.a.: 41.04
Spread abs.: 0.20
Spread %: 19,900.00%
Delta: 0.10
Theta: -0.07
Omega: 5.62
Rho: 0.02
 

Quote data

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

Performance

1 Week
  -33.33%
1 Month
  -50.00%
3 Months
  -98.75%
YTD
  -99.31%
1 Year
  -99.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.002
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: 2023-06-19 2.630
52W Low: 2024-05-31 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.110
Avg. volume 6M:   0.000
Avg. price 1Y:   0.488
Avg. volume 1Y:   0.000
Volatility 1M:   883.26%
Volatility 6M:   478.24%
Volatility 1Y:   380.78%
Volatility 3Y:   -