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JP Morgan Call 72 NDA 21.06.2024/  DE000JL5HFV4  /

EUWAX
2024-06-04  9:35:29 AM Chg.-0.080 Bid9:41:54 AM Ask9:41:54 AM Underlying Strike price Expiration date Option type
0.430EUR -15.69% 0.450
Bid Size: 2,000		 0.550
Ask Size: 2,000		 AURUBIS AG 72.00 - 2024-06-21 Call
 

Master data

WKN: JL5HFV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 72.00 -
Maturity: 2024-06-21
Issue date: 2023-05-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.76
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.44
Implied volatility: 0.70
Historic volatility: 0.32
Parity: 0.44
Time value: 0.27
Break-even: 79.10
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 1.11
Spread abs.: 0.20
Spread %: 39.22%
Delta: 0.68
Theta: -0.13
Omega: 7.36
Rho: 0.02
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.21%
1 Month  
+115.00%
3 Months  
+571.88%
YTD
  -51.14%
1 Year
  -73.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.510
1M High / 1M Low: 0.890 0.210
6M High / 6M Low: 1.240 0.054
High (YTD): 2024-05-20 0.890
Low (YTD): 2024-03-05 0.054
52W High: 2023-06-14 2.080
52W Low: 2024-03-05 0.054
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.512
Avg. volume 1M:   0.000
Avg. price 6M:   0.458
Avg. volume 6M:   0.000
Avg. price 1Y:   0.892
Avg. volume 1Y:   0.000
Volatility 1M:   325.56%
Volatility 6M:   290.84%
Volatility 1Y:   224.36%
Volatility 3Y:   -