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JP Morgan Call 26 KraneShs CSI Ch.../  DE000JL2J6D2  /

EUWAX
30/05/2024  09:48:26 Chg.-0.040 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.530EUR -7.02% -
Bid Size: -		 -
Ask Size: -		 - 26.00 - 17/01/2025 Call
 

Master data

WKN: JL2J6D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 17/01/2025
Issue date: 10/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.78
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.12
Implied volatility: 0.57
Historic volatility: 0.32
Parity: 0.12
Time value: 0.45
Break-even: 31.70
Moneyness: 1.05
Premium: 0.16
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.65
Theta: -0.01
Omega: 3.10
Rho: 0.08
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.06%
1 Month     0.00%
3 Months  
+32.50%
YTD  
+3.92%
1 Year
  -8.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.570
1M High / 1M Low: 0.780 0.530
6M High / 6M Low: 0.780 0.310
High (YTD): 20/05/2024 0.780
Low (YTD): 05/02/2024 0.310
52W High: 31/07/2023 1.000
52W Low: 05/02/2024 0.310
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.649
Avg. volume 1M:   0.000
Avg. price 6M:   0.468
Avg. volume 6M:   229.839
Avg. price 1Y:   0.588
Avg. volume 1Y:   111.765
Volatility 1M:   111.42%
Volatility 6M:   110.04%
Volatility 1Y:   101.86%
Volatility 3Y:   -