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JP Morgan Call 50 UAL1 21.06.2024/  DE000JS0V7J8  /

EUWAX
2024-05-23  11:21:11 AM Chg.-0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.350EUR -12.50% -
Bid Size: -		 -
Ask Size: -		 UTD AIRLINES HLDGS D... 50.00 - 2024-06-21 Call
 

Master data

WKN: JS0V7J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: UTD AIRLINES HLDGS DL-,01
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.09
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.35
Parity: -0.16
Time value: 0.37
Break-even: 53.70
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 2.68
Spread abs.: 0.02
Spread %: 5.71%
Delta: 0.49
Theta: -0.08
Omega: 6.45
Rho: 0.02
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.96%
1 Month
  -37.50%
3 Months  
+66.67%
YTD  
+75.00%
1 Year
  -59.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.400
1M High / 1M Low: 0.560 0.330
6M High / 6M Low: 0.560 0.068
High (YTD): 2024-05-15 0.560
Low (YTD): 2024-04-16 0.068
52W High: 2023-07-21 1.310
52W Low: 2024-04-16 0.068
Avg. price 1W:   0.496
Avg. volume 1W:   0.000
Avg. price 1M:   0.459
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   0.468
Avg. volume 1Y:   0.000
Volatility 1M:   233.52%
Volatility 6M:   357.38%
Volatility 1Y:   269.43%
Volatility 3Y:   -