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JP Morgan Call 50 UNVB 21.06.2024/  DE000JL07WZ9  /

EUWAX
6/3/2024  9:43:41 AM Chg.+0.024 Bid2:13:22 PM Ask2:13:22 PM Underlying Strike price Expiration date Option type
0.100EUR +31.58% 0.100
Bid Size: 200,000		 0.110
Ask Size: 200,000		 UNILEVER PLC LS-,0... 50.00 - 6/21/2024 Call
 

Master data

WKN: JL07WZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: UNILEVER PLC LS-,031111
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 6/21/2024
Issue date: 4/13/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.49
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.02
Implied volatility: 0.30
Historic volatility: 0.17
Parity: 0.02
Time value: 0.13
Break-even: 51.50
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.65
Spread abs.: 0.07
Spread %: 76.47%
Delta: 0.55
Theta: -0.04
Omega: 18.52
Rho: 0.01
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.076
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month  
+117.39%
3 Months  
+316.67%
YTD  
+270.37%
1 Year
  -62.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.096 0.060
1M High / 1M Low: 0.130 0.038
6M High / 6M Low: 0.130 0.008
High (YTD): 5/23/2024 0.130
Low (YTD): 4/19/2024 0.008
52W High: 7/28/2023 0.260
52W Low: 4/19/2024 0.008
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.037
Avg. volume 6M:   0.000
Avg. price 1Y:   0.099
Avg. volume 1Y:   0.000
Volatility 1M:   384.69%
Volatility 6M:   411.14%
Volatility 1Y:   314.09%
Volatility 3Y:   -