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JP Morgan Call 17 GZF 21.06.2024/  DE000JL07QL1  /

EUWAX
2024-05-22  8:44:14 AM Chg.-0.007 Bid2:55:48 PM Ask2:55:48 PM Underlying Strike price Expiration date Option type
0.019EUR -26.92% 0.017
Bid Size: 20,000		 0.037
Ask Size: 20,000		 ENGIE S.A. INH. ... 17.00 - 2024-06-21 Call
 

Master data

WKN: JL07QL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ENGIE S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 17.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 29.47
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.16
Parity: -1.38
Time value: 0.53
Break-even: 17.53
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 3.07
Spread abs.: 0.50
Spread %: 1,792.86%
Delta: 0.34
Theta: -0.02
Omega: 10.00
Rho: 0.00
 

Quote data

Open: 0.019
High: 0.019
Low: 0.019
Previous Close: 0.026
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.25%
1 Month     0.00%
3 Months
  -51.28%
YTD
  -94.86%
1 Year
  -96.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.085 0.017
1M High / 1M Low: 0.085 0.017
6M High / 6M Low: 0.580 0.016
High (YTD): 2024-01-10 0.570
Low (YTD): 2024-04-11 0.016
52W High: 2023-07-21 0.800
52W Low: 2024-04-11 0.016
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.168
Avg. volume 6M:   0.000
Avg. price 1Y:   0.303
Avg. volume 1Y:   0.000
Volatility 1M:   727.53%
Volatility 6M:   487.73%
Volatility 1Y:   366.91%
Volatility 3Y:   -