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JP Morgan Call 76 NDA 21.06.2024/  DE000JL22736  /

EUWAX
2024-05-22  6:11:27 PM Chg.-0.290 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.230EUR -55.77% -
Bid Size: -		 -
Ask Size: -		 AURUBIS AG 76.00 - 2024-06-21 Call
 

Master data

WKN: JL2273
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 2024-06-21
Issue date: 2023-05-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.98
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.19
Implied volatility: 0.61
Historic volatility: 0.33
Parity: 0.19
Time value: 0.46
Break-even: 82.50
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 1.01
Spread abs.: 0.20
Spread %: 44.44%
Delta: 0.60
Theta: -0.09
Omega: 7.16
Rho: 0.03
 

Quote data

Open: 0.310
High: 0.310
Low: 0.230
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.03%
1 Month
  -20.69%
3 Months  
+228.57%
YTD
  -66.67%
1 Year
  -80.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.230
1M High / 1M Low: 0.580 0.093
6M High / 6M Low: 1.010 0.029
High (YTD): 2024-05-20 0.580
Low (YTD): 2024-03-05 0.029
52W High: 2023-06-14 1.840
52W Low: 2024-03-05 0.029
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   0.348
Avg. volume 6M:   0.000
Avg. price 1Y:   0.744
Avg. volume 1Y:   0.000
Volatility 1M:   560.71%
Volatility 6M:   337.01%
Volatility 1Y:   256.55%
Volatility 3Y:   -