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JP Morgan Call 225 CGM 21.06.2024/  DE000JL1KZR3  /

EUWAX
2024-05-21  8:54:29 AM Chg.-0.004 Bid6:11:08 PM Ask6:11:08 PM Underlying Strike price Expiration date Option type
0.035EUR -10.26% 0.050
Bid Size: 2,000		 0.350
Ask Size: 2,000		 CAPGEMINI SE INH. EO... 225.00 - 2024-06-21 Call
 

Master data

WKN: JL1KZR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 225.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.54
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.24
Parity: -1.69
Time value: 0.54
Break-even: 230.40
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 2.32
Spread abs.: 0.50
Spread %: 1,359.46%
Delta: 0.32
Theta: -0.17
Omega: 12.16
Rho: 0.05
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.039
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.96%
1 Month
  -76.67%
3 Months
  -96.20%
YTD
  -90.00%
1 Year
  -91.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.039
1M High / 1M Low: 0.230 0.039
6M High / 6M Low: 1.330 0.039
High (YTD): 2024-02-26 1.330
Low (YTD): 2024-05-20 0.039
52W High: 2024-02-26 1.330
52W Low: 2024-05-20 0.039
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.528
Avg. volume 6M:   0.000
Avg. price 1Y:   0.492
Avg. volume 1Y:   0.000
Volatility 1M:   410.05%
Volatility 6M:   268.18%
Volatility 1Y:   230.09%
Volatility 3Y:   -