JP Morgan Call 84 BNR 21.06.2024/  DE000JL1A4D7  /

EUWAX
2024-05-22  8:55:52 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 84.00 - 2024-06-21 Call
 

Master data

WKN: JL1A4D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 407.37
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.19
Parity: -1.88
Time value: 0.02
Break-even: 84.16
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 1,500.00%
Delta: 0.04
Theta: -0.03
Omega: 18.05
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -95.65%
3 Months
  -99.52%
YTD
  -99.79%
1 Year
  -99.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.035 0.001
6M High / 6M Low: 0.570 0.001
High (YTD): 2024-03-01 0.570
Low (YTD): 2024-05-22 0.001
52W High: 2023-06-08 0.580
52W Low: 2024-05-22 0.001
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.235
Avg. volume 6M:   0.000
Avg. price 1Y:   0.281
Avg. volume 1Y:   0.000
Volatility 1M:   560.14%
Volatility 6M:   277.65%
Volatility 1Y:   218.05%
Volatility 3Y:   -