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JP Morgan Call 48 724 19.07.2024/  DE000JL6LEP9  /

EUWAX
2024-06-12  10:58:40 AM Chg.-0.001 Bid11:58:05 AM Ask11:58:05 AM Underlying Strike price Expiration date Option type
0.011EUR -8.33% 0.011
Bid Size: 3,000		 0.041
Ask Size: 3,000		 C3 AI INC. CL.A DL ... 48.00 - 2024-07-19 Call
 

Master data

WKN: JL6LEP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: C3 AI INC. CL.A DL -,001
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2024-07-19
Issue date: 2023-06-15
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 71.10
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.07
Historic volatility: 0.65
Parity: -1.88
Time value: 0.04
Break-even: 48.41
Moneyness: 0.61
Premium: 0.66
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 272.73%
Delta: 0.10
Theta: -0.02
Omega: 7.09
Rho: 0.00
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.012
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -54.17%
3 Months
  -92.67%
YTD
  -96.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.008
1M High / 1M Low: 0.040 0.008
6M High / 6M Low: 0.340 0.008
High (YTD): 2024-03-01 0.340
Low (YTD): 2024-06-10 0.008
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   403.28%
Volatility 6M:   276.63%
Volatility 1Y:   -
Volatility 3Y:   -