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JP Morgan Call 380 IUI1 21.06.202.../  DE000JL5VFA9  /

EUWAX
2024-06-03  10:59:14 AM Chg.-0.030 Bid5:16:43 PM Ask5:16:43 PM Underlying Strike price Expiration date Option type
0.240EUR -11.11% 0.240
Bid Size: 200,000		 0.250
Ask Size: 200,000		 INTUITIVE SURGIC. DL... 380.00 - 2024-06-21 Call
 

Master data

WKN: JL5VFA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: INTUITIVE SURGIC. DL-,001
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 2024-06-21
Issue date: 2023-06-16
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.82
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.88
Historic volatility: 0.24
Parity: -0.09
Time value: 0.25
Break-even: 405.00
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 5.07
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.49
Theta: -0.82
Omega: 7.28
Rho: 0.08
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.24%
1 Month  
+84.62%
3 Months
  -20.00%
YTD  
+50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.220
1M High / 1M Low: 0.290 0.130
6M High / 6M Low: 0.380 0.087
High (YTD): 2024-03-05 0.380
Low (YTD): 2024-04-30 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   368.74%
Volatility 6M:   228.43%
Volatility 1Y:   -
Volatility 3Y:   -