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JP Morgan Call 28 KraneShs CSI Ch.../  DE000JL2F6W6  /

EUWAX
2024-05-28  10:05:24 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.480EUR -2.04% -
Bid Size: -		 -
Ask Size: -		 - 28.00 - 2025-01-17 Call
 

Master data

WKN: JL2F6W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2025-01-17
Issue date: 2023-04-24
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.19
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.32
Parity: -0.05
Time value: 0.53
Break-even: 33.30
Moneyness: 0.98
Premium: 0.21
Premium p.a.: 0.35
Spread abs.: 0.04
Spread %: 8.16%
Delta: 0.60
Theta: -0.01
Omega: 3.11
Rho: 0.07
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.73%
1 Month  
+9.09%
3 Months  
+41.18%
YTD  
+14.29%
1 Year
  -17.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.460
1M High / 1M Low: 0.640 0.430
6M High / 6M Low: 0.640 0.250
High (YTD): 2024-05-17 0.640
Low (YTD): 2024-01-22 0.250
52W High: 2023-07-31 0.900
52W Low: 2024-01-22 0.250
Avg. price 1W:   0.500
Avg. volume 1W:   0.000
Avg. price 1M:   0.528
Avg. volume 1M:   0.000
Avg. price 6M:   0.386
Avg. volume 6M:   0.000
Avg. price 1Y:   0.505
Avg. volume 1Y:   0.000
Volatility 1M:   112.80%
Volatility 6M:   117.25%
Volatility 1Y:   107.68%
Volatility 3Y:   -