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JP Morgan Call 40 ARK Innovation .../  DE000JL1R363  /

EUWAX
2024-06-14  7:58:29 PM Chg.-0.180 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.350EUR -33.96% -
Bid Size: -		 -
Ask Size: -		 - 40.00 - 2024-06-21 Call
 

Master data

WKN: JL1R36
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-06-21
Issue date: 2023-04-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.80
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.13
Implied volatility: 2.05
Historic volatility: 0.33
Parity: 0.13
Time value: 0.40
Break-even: 45.30
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.00
Spread abs.: 0.11
Spread %: 26.19%
Delta: 0.60
Theta: -0.33
Omega: 4.70
Rho: 0.00
 

Quote data

Open: 0.400
High: 0.400
Low: 0.350
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -36.36%
3 Months
  -61.54%
YTD
  -75.86%
1 Year
  -62.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.350
1M High / 1M Low: 0.570 0.290
6M High / 6M Low: 1.450 0.290
High (YTD): 2024-02-16 1.250
Low (YTD): 2024-06-04 0.290
52W High: 2023-12-29 1.450
52W Low: 2023-10-27 0.260
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.425
Avg. volume 1M:   0.000
Avg. price 6M:   0.816
Avg. volume 6M:   0.000
Avg. price 1Y:   0.789
Avg. volume 1Y:   0.000
Volatility 1M:   256.93%
Volatility 6M:   172.43%
Volatility 1Y:   158.47%
Volatility 3Y:   -