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JP Morgan Call 130 EL 21.06.2024/  DE000JB56YZ3  /

EUWAX
2024-06-19  12:58:23 PM Chg.-0.005 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.002EUR -71.43% -
Bid Size: -		 -
Ask Size: -		 Estee Lauder Compani... 130.00 USD 2024-06-21 Call
 

Master data

WKN: JB56YZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 68.78
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.17
Historic volatility: 0.39
Parity: -1.79
Time value: 0.15
Break-even: 122.56
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 7,400.00%
Delta: 0.18
Theta: -1.09
Omega: 12.37
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.007
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -92.00%
1 Month
  -99.80%
3 Months
  -99.91%
YTD
  -99.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.004
1M High / 1M Low: 0.760 0.004
6M High / 6M Low: 2.760 0.004
High (YTD): 2024-03-12 2.750
Low (YTD): 2024-06-17 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   1.607
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   543.69%
Volatility 6M:   288.42%
Volatility 1Y:   -
Volatility 3Y:   -