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JP Morgan Call 26 KraneShs CSI Ch.../  DE000JL5EA44  /

EUWAX
5/30/2024  9:29:23 AM Chg.-0.060 Bid11:15:09 AM Ask11:15:09 AM Underlying Strike price Expiration date Option type
0.310EUR -16.22% 0.310
Bid Size: 7,500		 0.330
Ask Size: 7,500		 - 26.00 - 6/21/2024 Call
 

Master data

WKN: JL5EA4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 6/21/2024
Issue date: 5/25/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.57
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.12
Implied volatility: 1.12
Historic volatility: 0.32
Parity: 0.12
Time value: 0.24
Break-even: 29.60
Moneyness: 1.05
Premium: 0.09
Premium p.a.: 2.95
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.62
Theta: -0.07
Omega: 4.72
Rho: 0.01
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.91%
1 Month
  -3.13%
3 Months  
+40.91%
YTD
  -11.43%
1 Year
  -31.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.370
1M High / 1M Low: 0.620 0.270
6M High / 6M Low: 0.620 0.140
High (YTD): 5/20/2024 0.620
Low (YTD): 4/22/2024 0.140
52W High: 7/31/2023 0.850
52W Low: 4/22/2024 0.140
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.445
Avg. volume 1M:   0.000
Avg. price 6M:   0.283
Avg. volume 6M:   0.000
Avg. price 1Y:   0.419
Avg. volume 1Y:   0.000
Volatility 1M:   280.45%
Volatility 6M:   208.23%
Volatility 1Y:   168.25%
Volatility 3Y:   -