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JP Morgan Call 11 TME 17.01.2025/  DE000JL5WAZ5  /

EUWAX
2024-06-20  10:45:55 AM Chg.- Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.400EUR - -
Bid Size: -		 -
Ask Size: -		 Tencent Music Entert... 11.00 - 2025-01-17 Call
 

Master data

WKN: JL5WAZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tencent Music Entertainment Group
Type: Warrant
Option type: Call
Strike price: 11.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.42
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.23
Implied volatility: 1.18
Historic volatility: 0.39
Parity: 0.23
Time value: 0.32
Break-even: 16.50
Moneyness: 1.21
Premium: 0.24
Premium p.a.: 0.46
Spread abs.: 0.15
Spread %: 37.50%
Delta: 0.75
Theta: -0.01
Omega: 1.82
Rho: 0.03
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.390
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+8.11%
1 Month  
+5.26%
3 Months  
+100.00%
YTD  
+233.33%
1 Year  
+300.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.370
1M High / 1M Low: 0.460 0.370
6M High / 6M Low: 0.490 0.097
High (YTD): 2024-05-17 0.490
Low (YTD): 2024-01-22 0.097
52W High: 2024-05-17 0.490
52W Low: 2023-10-04 0.058
Avg. price 1W:   0.387
Avg. volume 1W:   0.000
Avg. price 1M:   0.404
Avg. volume 1M:   0.000
Avg. price 6M:   0.233
Avg. volume 6M:   0.000
Avg. price 1Y:   0.160
Avg. volume 1Y:   0.000
Volatility 1M:   105.53%
Volatility 6M:   142.10%
Volatility 1Y:   138.16%
Volatility 3Y:   -