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JP Morgan Call 225 ELAA 16.08.202.../  DE000JL5GMP4  /

EUWAX
2024-05-28  9:34:31 AM Chg.- Bid9:05:59 AM Ask9:05:59 AM Underlying Strike price Expiration date Option type
0.002EUR - 0.002
Bid Size: 500		 0.200
Ask Size: 500		 ESTEE LAUDER COS A D... 225.00 - 2024-08-16 Call
 

Master data

WKN: JL5GMP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ESTEE LAUDER COS A DL-,01
Type: Warrant
Option type: Call
Strike price: 225.00 -
Maturity: 2024-08-16
Issue date: 2023-06-07
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.69
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.02
Historic volatility: 0.40
Parity: -10.89
Time value: 0.30
Break-even: 228.00
Moneyness: 0.52
Premium: 0.96
Premium p.a.: 20.77
Spread abs.: 0.30
Spread %: 14,900.00%
Delta: 0.13
Theta: -0.07
Omega: 5.05
Rho: 0.03
 

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
  -96.23%
3 Months
  -98.46%
YTD
  -99.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.002
1M High / 1M Low: 0.053 0.002
6M High / 6M Low: 0.290 0.002
High (YTD): 2024-01-02 0.210
Low (YTD): 2024-05-28 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.101
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   713.95%
Volatility 6M:   443.28%
Volatility 1Y:   -
Volatility 3Y:   -