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JP Morgan Call 74 NDA 21.06.2024/  DE000JL28VD4  /

EUWAX
2024-05-23  5:19:16 PM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.340EUR +3.03% -
Bid Size: -		 -
Ask Size: -		 AURUBIS AG 74.00 - 2024-06-21 Call
 

Master data

WKN: JL28VD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 74.00 -
Maturity: 2024-06-21
Issue date: 2023-05-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.45
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.02
Implied volatility: 0.56
Historic volatility: 0.33
Parity: 0.02
Time value: 0.47
Break-even: 78.80
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 1.15
Spread abs.: 0.15
Spread %: 45.45%
Delta: 0.54
Theta: -0.08
Omega: 8.40
Rho: 0.03
 

Quote data

Open: 0.340
High: 0.360
Low: 0.340
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -8.11%
3 Months  
+286.36%
YTD
  -55.84%
1 Year
  -74.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.330
1M High / 1M Low: 0.730 0.140
6M High / 6M Low: 1.120 0.040
High (YTD): 2024-05-20 0.730
Low (YTD): 2024-03-05 0.040
52W High: 2023-06-14 1.960
52W Low: 2024-03-05 0.040
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.388
Avg. volume 1M:   0.000
Avg. price 6M:   0.415
Avg. volume 6M:   0.000
Avg. price 1Y:   0.826
Avg. volume 1Y:   0.000
Volatility 1M:   485.18%
Volatility 6M:   315.61%
Volatility 1Y:   242.17%
Volatility 3Y:   -