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JP Morgan Call 50 EBA 21.06.2024/  DE000JL35LJ7  /

EUWAX
23/05/2024  12:59:43 Chg.+0.060 Bid23/05/2024 Ask23/05/2024 Underlying Strike price Expiration date Option type
0.310EUR +24.00% 0.310
Bid Size: 7,500		 0.330
Ask Size: 7,500		 EBAY INC. DL... 50.00 - 21/06/2024 Call
 

Master data

WKN: JL35LJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 21/06/2024
Issue date: 23/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.73
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.24
Parity: -0.12
Time value: 0.31
Break-even: 53.10
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 1.91
Spread abs.: 0.02
Spread %: 6.90%
Delta: 0.49
Theta: -0.06
Omega: 7.70
Rho: 0.02
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month  
+6.90%
3 Months  
+158.33%
YTD  
+138.46%
1 Year
  -16.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.180
1M High / 1M Low: 0.380 0.120
6M High / 6M Low: 0.440 0.054
High (YTD): 18/03/2024 0.440
Low (YTD): 01/02/2024 0.054
52W High: 25/07/2023 0.530
52W Low: 01/02/2024 0.054
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.232
Avg. volume 1M:   0.000
Avg. price 6M:   0.187
Avg. volume 6M:   0.000
Avg. price 1Y:   0.238
Avg. volume 1Y:   0.000
Volatility 1M:   349.09%
Volatility 6M:   242.21%
Volatility 1Y:   217.28%
Volatility 3Y:   -