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JP Morgan Call 130 ORC 21.06.2024/  DE000JL2JH29  /

EUWAX
2024-06-19  9:49:10 AM Chg.+0.32 Bid10:02:55 AM Ask10:02:55 AM Underlying Strike price Expiration date Option type
1.40EUR +29.63% 1.41
Bid Size: 250		 -
Ask Size: -		 ORACLE CORP. D... 130.00 - 2024-06-21 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: 2024-06-21
Issue date: 2023-05-18
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.47
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.47
Implied volatility: 2.11
Historic volatility: 0.31
Parity: 0.47
Time value: 0.61
Break-even: 140.80
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.00
Spread abs.: -0.29
Spread %: -21.17%
Delta: 0.62
Theta: -2.01
Omega: 7.74
Rho: 0.00
 

Quote data

Open: 1.40
High: 1.40
Low: 1.40
Previous Close: 1.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+68.67%
1 Month  
+508.70%
3 Months  
+105.88%
YTD  
+723.53%
1 Year
  -3.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.08 0.79
1M High / 1M Low: 1.08 0.09
6M High / 6M Low: 1.08 0.09
High (YTD): 2024-06-18 1.08
Low (YTD): 2024-06-03 0.09
52W High: 2023-09-11 1.47
52W Low: 2024-06-03 0.09
Avg. price 1W:   0.92
Avg. volume 1W:   400
Avg. price 1M:   0.37
Avg. volume 1M:   181.82
Avg. price 6M:   0.31
Avg. volume 6M:   40
Avg. price 1Y:   0.51
Avg. volume 1Y:   19.53
Volatility 1M:   910.75%
Volatility 6M:   510.43%
Volatility 1Y:   390.82%
Volatility 3Y:   -