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JP Morgan Call 29 SGE 21.06.2024/  DE000JL4M9L2  /

EUWAX
2024-05-31  8:56:14 AM Chg.- Bid8:04:56 AM Ask8:04:56 AM Underlying Strike price Expiration date Option type
0.019EUR - 0.018
Bid Size: 15,000		 0.058
Ask Size: 15,000		 STE GENERALE INH. EO... 29.00 - 2024-06-21 Call
 

Master data

WKN: JL4M9L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STE GENERALE INH. EO 1,25
Type: Warrant
Option type: Call
Strike price: 29.00 -
Maturity: 2024-06-21
Issue date: 2023-05-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 35.12
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.23
Parity: -0.16
Time value: 0.08
Break-even: 29.78
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 4.45
Spread abs.: 0.06
Spread %: 333.33%
Delta: 0.35
Theta: -0.04
Omega: 12.46
Rho: 0.00
 

Quote data

Open: 0.019
High: 0.019
Low: 0.019
Previous Close: 0.011
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+58.33%
1 Month  
+5.56%
3 Months  
+216.67%
YTD
  -44.12%
1 Year
  -84.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.011
1M High / 1M Low: 0.030 0.004
6M High / 6M Low: 0.046 0.004
High (YTD): 2024-01-09 0.046
Low (YTD): 2024-05-09 0.004
52W High: 2023-09-14 0.200
52W Low: 2024-05-09 0.004
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.019
Avg. volume 6M:   0.000
Avg. price 1Y:   0.062
Avg. volume 1Y:   0.000
Volatility 1M:   768.64%
Volatility 6M:   436.90%
Volatility 1Y:   326.19%
Volatility 3Y:   -