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JP Morgan Call 110 TJX 21.06.2024/  DE000JL86723  /

EUWAX
2024-06-07  11:09:06 AM Chg.-0.023 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.030EUR -43.40% -
Bid Size: -		 -
Ask Size: -		 TJX Companies Inc 110.00 USD 2024-06-21 Call
 

Master data

WKN: JL8672
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: TJX Companies Inc
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 202.99
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.15
Parity: -0.24
Time value: 0.05
Break-even: 102.33
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 1.22
Spread abs.: 0.01
Spread %: 25.64%
Delta: 0.25
Theta: -0.04
Omega: 51.62
Rho: 0.01
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.053
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+150.00%
1 Month  
+36.36%
3 Months
  -53.13%
YTD
  -65.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.008
1M High / 1M Low: 0.053 0.003
6M High / 6M Low: 0.180 0.003
High (YTD): 2024-02-28 0.180
Low (YTD): 2024-05-30 0.003
52W High: - -
52W Low: - -
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.068
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,238.13%
Volatility 6M:   575.57%
Volatility 1Y:   -
Volatility 3Y:   -