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JP Morgan Call 255 CGM 21.06.2024/  DE000JL7BHY3  /

EUWAX
2024-05-21  9:21:01 AM Chg.+0.002 Bid4:22:02 PM Ask4:22:02 PM Underlying Strike price Expiration date Option type
0.005EUR +66.67% 0.005
Bid Size: 7,500		 0.035
Ask Size: 7,500		 CAPGEMINI SE INH. EO... 255.00 EUR 2024-06-21 Call
 

Master data

WKN: JL7BHY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 255.00 EUR
Maturity: 2024-06-21
Issue date: 2023-07-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.24
Parity: -4.69
Time value: 0.70
Break-even: 262.00
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 14.06
Spread abs.: 0.70
Spread %: 17,400.00%
Delta: 0.25
Theta: -0.27
Omega: 7.49
Rho: 0.04
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -58.33%
3 Months
  -97.50%
YTD
  -94.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.002
1M High / 1M Low: 0.021 0.002
6M High / 6M Low: 0.280 0.002
High (YTD): 2024-02-26 0.280
Low (YTD): 2024-05-17 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   498.34%
Volatility 6M:   321.18%
Volatility 1Y:   -
Volatility 3Y:   -