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JP Morgan Call 90 EW 21.06.2024/  DE000JL8Z4M2  /

EUWAX
2024-05-17  11:17:53 AM Chg.-0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.280EUR -3.45% -
Bid Size: -		 -
Ask Size: -		 Edwards Lifesciences... 90.00 USD 2024-06-21 Call
 

Master data

WKN: JL8Z4M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Edwards Lifesciences Corp
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.16
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.01
Implied volatility: 0.27
Historic volatility: 0.26
Parity: 0.01
Time value: 0.28
Break-even: 85.76
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.54
Theta: -0.04
Omega: 15.21
Rho: 0.04
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month
  -48.15%
3 Months
  -33.33%
YTD  
+16.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.087
1M High / 1M Low: 0.540 0.087
6M High / 6M Low: 0.840 0.054
High (YTD): 2024-03-28 0.840
Low (YTD): 2024-05-14 0.087
52W High: - -
52W Low: - -
Avg. price 1W:   0.171
Avg. volume 1W:   0.000
Avg. price 1M:   0.233
Avg. volume 1M:   0.000
Avg. price 6M:   0.337
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   691.38%
Volatility 6M:   417.27%
Volatility 1Y:   -
Volatility 3Y:   -