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JP Morgan Call 195 CGM 21.06.2024/  DE000JL1KZK8  /

EUWAX
14/06/2024  08:58:20 Chg.-0.127 Bid21:59:19 Ask21:59:19 Underlying Strike price Expiration date Option type
0.043EUR -74.71% 0.029
Bid Size: 500		 0.530
Ask Size: 500		 CAPGEMINI SE INH. EO... 195.00 - 21/06/2024 Call
 

Master data

WKN: JL1KZK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 195.00 -
Maturity: 21/06/2024
Issue date: 12/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.22
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.23
Parity: -0.90
Time value: 0.56
Break-even: 200.60
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 49.72
Spread abs.: 0.50
Spread %: 775.00%
Delta: 0.38
Theta: -0.63
Omega: 12.52
Rho: 0.01
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -88.97%
1 Month
  -96.50%
3 Months
  -98.74%
YTD
  -96.61%
1 Year
  -97.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.160
1M High / 1M Low: 1.930 0.110
6M High / 6M Low: 3.540 0.110
High (YTD): 26/02/2024 3.540
Low (YTD): 04/06/2024 0.110
52W High: 26/02/2024 3.540
52W Low: 04/06/2024 0.110
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.915
Avg. volume 1M:   0.000
Avg. price 6M:   1.844
Avg. volume 6M:   0.000
Avg. price 1Y:   1.458
Avg. volume 1Y:   0.000
Volatility 1M:   757.50%
Volatility 6M:   341.43%
Volatility 1Y:   261.22%
Volatility 3Y:   -