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

EUWAX
5/20/2024  9:02:58 AM Chg.-0.06 Bid5/20/2024 Ask5/20/2024 Underlying Strike price Expiration date Option type
1.03EUR -5.50% 1.03
Bid Size: 5,000		 1.09
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: 8.11
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.21
Parity: -1.24
Time value: 1.08
Break-even: 110.80
Moneyness: 0.88
Premium: 0.27
Premium p.a.: 0.43
Spread abs.: 0.06
Spread %: 5.88%
Delta: 0.48
Theta: -0.03
Omega: 3.89
Rho: 0.21
 

Quote data

Open: 1.03
High: 1.03
Low: 1.03
Previous Close: 1.09
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.73%
1 Month
  -32.68%
3 Months
  -46.91%
YTD
  -62.55%
1 Year
  -25.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.09 0.89
1M High / 1M Low: 1.65 0.89
6M High / 6M Low: 3.51 0.89
High (YTD): 2/12/2024 3.51
Low (YTD): 5/13/2024 0.89
52W High: 2/12/2024 3.51
52W Low: 5/13/2024 0.89
Avg. price 1W:   0.99
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   2.26
Avg. volume 6M:   0.00
Avg. price 1Y:   2.06
Avg. volume 1Y:   .79
Volatility 1M:   176.74%
Volatility 6M:   89.70%
Volatility 1Y:   79.37%
Volatility 3Y:   -