JP Morgan Call 17 GZF 21.06.2024/  DE000JL07QL1  /

EUWAX
17/06/2024  16:58:58 Chg.- Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
ENGIE S.A. INH. ... 17.00 - 21/06/2024 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: 21/06/2024
Issue date: 12/04/2023
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 425.97
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.56
Historic volatility: 0.17
Parity: -3.80
Time value: 0.03
Break-even: 17.03
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 3,000.00%
Delta: 0.04
Theta: -0.03
Omega: 18.28
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -94.12%
3 Months
  -98.00%
YTD
  -99.73%
1 Year
  -99.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.032 0.001
6M High / 6M Low: 0.570 0.001
High (YTD): 10/01/2024 0.570
Low (YTD): 17/06/2024 0.001
52W High: 21/07/2023 0.800
52W Low: 17/06/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.103
Avg. volume 6M:   0.000
Avg. price 1Y:   0.275
Avg. volume 1Y:   0.000
Volatility 1M:   1,319.74%
Volatility 6M:   693.83%
Volatility 1Y:   509.29%
Volatility 3Y:   -