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JP Morgan Call 130 ORC 21.06.2024/  DE000JL2JH29  /

EUWAX
6/18/2024  9:46:53 AM Chg.+0.290 Bid4:20:04 PM Ask4:20:04 PM Underlying Strike price Expiration date Option type
1.080EUR +36.71% 1.220
Bid Size: 10,000		 -
Ask Size: -		 ORACLE CORP. D... 130.00 - 6/21/2024 Call
 

Master data

WKN: JL2JH2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ORACLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 6/21/2024
Issue date: 5/18/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.66
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.16
Implied volatility: 1.49
Historic volatility: 0.31
Parity: 0.16
Time value: 0.63
Break-even: 137.90
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.00
Spread abs.: -0.28
Spread %: -26.17%
Delta: 0.56
Theta: -1.18
Omega: 9.38
Rho: 0.01
 

Quote data

Open: 1.080
High: 1.080
Low: 1.080
Previous Close: 0.790
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+350.00%
1 Month  
+369.57%
3 Months  
+77.05%
YTD  
+535.29%
1 Year
  -28.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.240
1M High / 1M Low: 0.960 0.093
6M High / 6M Low: 0.960 0.093
High (YTD): 6/13/2024 0.960
Low (YTD): 6/3/2024 0.093
52W High: 9/11/2023 1.470
52W Low: 6/3/2024 0.093
Avg. price 1W:   0.748
Avg. volume 1W:   800
Avg. price 1M:   0.339
Avg. volume 1M:   190.476
Avg. price 6M:   0.300
Avg. volume 6M:   40
Avg. price 1Y:   0.509
Avg. volume 1Y:   19.608
Volatility 1M:   931.01%
Volatility 6M:   508.84%
Volatility 1Y:   390.08%
Volatility 3Y:   -