JP Morgan Call 52 MGM 21.06.2024/  DE000JL72NG2  /

EUWAX
2024-06-05  8:23:34 AM Chg.-0.001 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.001EUR -50.00% -
Bid Size: -
-
Ask Size: -
MGM Resorts Internat... 52.00 USD 2024-06-21 Call
 

Master data

WKN: JL72NG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MGM Resorts International
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.66
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.11
Historic volatility: 0.28
Parity: -1.15
Time value: 0.06
Break-even: 48.35
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.00
Spread abs.: 0.06
Spread %: 6,000.00%
Delta: 0.14
Theta: -0.06
Omega: 9.27
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -85.71%
3 Months
  -97.87%
YTD
  -99.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.005 0.001
6M High / 6M Low: 0.220 0.001
High (YTD): 2024-02-13 0.220
Low (YTD): 2024-05-31 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.083
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   555.31%
Volatility 6M:   333.27%
Volatility 1Y:   -
Volatility 3Y:   -