OverviewChartNewsTraderScreen

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

EUWAX
2024-06-07  11:29:58 AM Chg.-0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.410EUR -4.65% -
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: 6.67
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.31
Parity: -0.13
Time value: 0.40
Break-even: 32.00
Moneyness: 0.95
Premium: 0.20
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 5.26%
Delta: 0.56
Theta: -0.01
Omega: 3.70
Rho: 0.07
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -19.61%
3 Months  
+32.26%
YTD
  -2.38%
1 Year
  -38.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.410
1M High / 1M Low: 0.640 0.410
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:   0.428
Avg. volume 1W:   0.000
Avg. price 1M:   0.504
Avg. volume 1M:   0.000
Avg. price 6M:   0.383
Avg. volume 6M:   0.000
Avg. price 1Y:   0.499
Avg. volume 1Y:   0.000
Volatility 1M:   98.60%
Volatility 6M:   118.41%
Volatility 1Y:   106.53%
Volatility 3Y:   -