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JP Morgan Call 115 BIDU 21.06.202.../  DE000JL2W445  /

EUWAX
2024-06-14  9:31:31 AM Chg.+0.001 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.003EUR +50.00% -
Bid Size: -		 -
Ask Size: -		 Baidu Inc 115.00 - 2024-06-21 Call
 

Master data

WKN: JL2W44
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Baidu Inc
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2024-06-21
Issue date: 2023-05-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 85.93
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.74
Historic volatility: 0.34
Parity: -2.91
Time value: 0.10
Break-even: 116.00
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 2,400.00%
Delta: 0.12
Theta: -0.31
Omega: 10.04
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.92%
1 Month
  -99.25%
3 Months
  -99.42%
YTD
  -99.81%
1 Year
  -99.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.002
1M High / 1M Low: 0.450 0.002
6M High / 6M Low: 1.540 0.002
High (YTD): 2024-01-04 1.530
Low (YTD): 2024-06-13 0.002
52W High: 2023-07-31 5.090
52W Low: 2024-06-13 0.002
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.602
Avg. volume 6M:   0.000
Avg. price 1Y:   1.792
Avg. volume 1Y:   0.000
Volatility 1M:   428.30%
Volatility 6M:   308.42%
Volatility 1Y:   236.83%
Volatility 3Y:   -