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JP Morgan Call 78 NDA 21.06.2024/  DE000JL3HT42  /

EUWAX
2024-05-22  5:24:26 PM Chg.-0.230 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.160EUR -58.97% -
Bid Size: -		 -
Ask Size: -		 AURUBIS AG 78.00 - 2024-06-21 Call
 

Master data

WKN: JL3HT4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 78.00 -
Maturity: 2024-06-21
Issue date: 2023-05-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.23
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.33
Parity: -0.01
Time value: 0.48
Break-even: 82.80
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 1.10
Spread abs.: 0.15
Spread %: 45.45%
Delta: 0.54
Theta: -0.08
Omega: 8.69
Rho: 0.03
 

Quote data

Open: 0.210
High: 0.210
Low: 0.160
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -27.27%
3 Months  
+196.30%
YTD
  -73.33%
1 Year
  -85.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.160
1M High / 1M Low: 0.430 0.059
6M High / 6M Low: 0.910 0.022
High (YTD): 2024-01-02 0.490
Low (YTD): 2024-03-05 0.022
52W High: 2023-06-14 1.720
52W Low: 2024-03-05 0.022
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.290
Avg. volume 6M:   0.000
Avg. price 1Y:   0.667
Avg. volume 1Y:   0.000
Volatility 1M:   607.04%
Volatility 6M:   353.87%
Volatility 1Y:   268.92%
Volatility 3Y:   -