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JP Morgan Call 100 AKAM 17.01.202.../  DE000JL0BAC9  /

EUWAX
6/13/2024  9:14:48 AM Chg.-0.060 Bid11:07:21 AM Ask11:07:21 AM Underlying Strike price Expiration date Option type
0.660EUR -8.33% 0.660
Bid Size: 5,000		 0.710
Ask Size: 5,000		 Akamai Technologies ... 100.00 - 1/17/2025 Call
 

Master data

WKN: JL0BAC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Akamai Technologies Inc
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 1/17/2025
Issue date: 4/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.51
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.21
Parity: -1.82
Time value: 0.71
Break-even: 107.10
Moneyness: 0.82
Premium: 0.31
Premium p.a.: 0.57
Spread abs.: 0.05
Spread %: 7.58%
Delta: 0.39
Theta: -0.03
Omega: 4.51
Rho: 0.15
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.81%
1 Month
  -25.84%
3 Months
  -67.49%
YTD
  -76.00%
1 Year
  -56.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.700
1M High / 1M Low: 1.090 0.700
6M High / 6M Low: 3.510 0.700
High (YTD): 2/12/2024 3.510
Low (YTD): 6/10/2024 0.700
52W High: 2/12/2024 3.510
52W Low: 6/10/2024 0.700
Avg. price 1W:   0.726
Avg. volume 1W:   0.000
Avg. price 1M:   0.867
Avg. volume 1M:   0.000
Avg. price 6M:   2.017
Avg. volume 6M:   0.000
Avg. price 1Y:   2.004
Avg. volume 1Y:   .781
Volatility 1M:   114.94%
Volatility 6M:   94.88%
Volatility 1Y:   81.95%
Volatility 3Y:   -