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JP Morgan Call 27 SGE 21.06.2024/  DE000JL10B78  /

EUWAX
5/31/2024  8:34:21 AM Chg.+0.029 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.089EUR +48.33% -
Bid Size: -		 -
Ask Size: -		 STE GENERALE INH. EO... 27.00 - 6/21/2024 Call
 

Master data

WKN: JL10B7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STE GENERALE INH. EO 1,25
Type: Warrant
Option type: Call
Strike price: 27.00 -
Maturity: 6/21/2024
Issue date: 4/18/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.07
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.04
Implied volatility: 0.42
Historic volatility: 0.23
Parity: 0.04
Time value: 0.09
Break-even: 28.30
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.82
Spread abs.: 0.04
Spread %: 44.44%
Delta: 0.59
Theta: -0.03
Omega: 12.34
Rho: 0.01
 

Quote data

Open: 0.089
High: 0.089
Low: 0.089
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.90%
1 Month  
+122.50%
3 Months  
+535.71%
YTD  
+27.14%
1 Year
  -47.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.089 0.047
1M High / 1M Low: 0.100 0.011
6M High / 6M Low: 0.100 0.011
High (YTD): 5/21/2024 0.100
Low (YTD): 5/7/2024 0.011
52W High: 9/14/2023 0.290
52W Low: 5/7/2024 0.011
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.045
Avg. volume 6M:   0.000
Avg. price 1Y:   0.100
Avg. volume 1Y:   0.000
Volatility 1M:   681.98%
Volatility 6M:   359.48%
Volatility 1Y:   271.11%
Volatility 3Y:   -