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JP Morgan Call 50 DAL 21.06.2024/  DE000JL4DAG8  /

EUWAX
2024-06-14  10:35:20 AM Chg.- Bid9:44:05 AM Ask9:44:05 AM Underlying Strike price Expiration date Option type
0.076EUR - 0.031
Bid Size: 20,000		 0.041
Ask Size: 20,000		 Delta Air Lines Inc 50.00 - 2024-06-21 Call
 

Master data

WKN: JL4DAG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2023-05-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 98.96
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.96
Historic volatility: 0.27
Parity: -0.45
Time value: 0.05
Break-even: 50.46
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 27.78%
Delta: 0.19
Theta: -0.16
Omega: 18.86
Rho: 0.00
 

Quote data

Open: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.54%
1 Month
  -76.97%
3 Months     0.00%
YTD
  -22.45%
1 Year
  -77.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.076
1M High / 1M Low: 0.360 0.076
6M High / 6M Low: 0.400 0.029
High (YTD): 2024-05-15 0.400
Low (YTD): 2024-01-22 0.029
52W High: 2023-07-11 0.630
52W Low: 2023-11-01 0.022
Avg. price 1W:   0.119
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   0.138
Avg. volume 6M:   0.000
Avg. price 1Y:   0.183
Avg. volume 1Y:   0.000
Volatility 1M:   337.91%
Volatility 6M:   303.36%
Volatility 1Y:   262.25%
Volatility 3Y:   -