JP Morgan Call 120 EW 21.06.2024/  DE000JL7JMX8  /

EUWAX
5/24/2024  11:47:03 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
Edwards Lifesciences... 120.00 USD 6/21/2024 Call
 

Master data

WKN: JL7JMX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Edwards Lifesciences Corp
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 6/21/2024
Issue date: 7/13/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 58.76
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.37
Historic volatility: 0.26
Parity: -2.95
Time value: 0.14
Break-even: 112.48
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.00
Spread abs.: 0.14
Spread %: 14,900.00%
Delta: 0.14
Theta: -0.18
Omega: 8.45
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -98.33%
YTD
  -94.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.060 0.001
High (YTD): 3/8/2024 0.060
Low (YTD): 5/24/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.016
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   769.61%
Volatility 1Y:   -
Volatility 3Y:   -