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JP Morgan Call 135 ORC 21.06.2024/  DE000JL4A4R4  /

EUWAX
2024-06-18  4:24:12 PM Chg.+0.360 Bid8:18:37 PM Ask8:18:37 PM Underlying Strike price Expiration date Option type
0.790EUR +83.72% 0.870
Bid Size: 15,000		 -
Ask Size: -		 ORACLE CORP. D... 135.00 - 2024-06-21 Call
 

Master data

WKN: JL4A4R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ORACLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2024-06-21
Issue date: 2023-05-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.92
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 1.47
Historic volatility: 0.31
Parity: -0.34
Time value: 0.55
Break-even: 140.50
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: -0.06
Spread %: -9.84%
Delta: 0.45
Theta: -1.16
Omega: 10.78
Rho: 0.00
 

Quote data

Open: 0.650
High: 0.790
Low: 0.650
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+464.29%
1 Month  
+507.69%
3 Months  
+75.56%
YTD  
+558.33%
1 Year
  -38.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.140
1M High / 1M Low: 0.590 0.048
6M High / 6M Low: 0.650 0.048
High (YTD): 2024-03-21 0.650
Low (YTD): 2024-06-03 0.048
52W High: 2023-09-11 1.260
52W Low: 2024-06-03 0.048
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   0.197
Avg. volume 6M:   0.000
Avg. price 1Y:   0.392
Avg. volume 1Y:   0.000
Volatility 1M:   627.84%
Volatility 6M:   392.36%
Volatility 1Y:   316.58%
Volatility 3Y:   -