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JP Morgan Call 60 BSN 21.06.2024/  DE000JL0VT70  /

EUWAX
6/10/2024  8:58:25 AM Chg.-0.031 Bid9:40:16 AM Ask9:40:16 AM Underlying Strike price Expiration date Option type
0.055EUR -36.05% 0.066
Bid Size: 125,000		 0.076
Ask Size: 125,000		 DANONE S.A. EO -,25 60.00 - 6/21/2024 Call
 

Master data

WKN: JL0VT7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 6/21/2024
Issue date: 4/12/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 35.31
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.13
Parity: 0.00
Time value: 0.17
Break-even: 61.70
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 1.17
Spread abs.: 0.10
Spread %: 139.44%
Delta: 0.52
Theta: -0.07
Omega: 18.47
Rho: 0.01
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.086
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.61%
1 Month
  -50.00%
3 Months
  -60.71%
YTD
  -75.00%
1 Year
  -77.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.052
1M High / 1M Low: 0.130 0.039
6M High / 6M Low: 0.440 0.039
High (YTD): 2/22/2024 0.440
Low (YTD): 5/30/2024 0.039
52W High: 2/22/2024 0.440
52W Low: 5/30/2024 0.039
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.194
Avg. volume 6M:   0.000
Avg. price 1Y:   0.208
Avg. volume 1Y:   0.000
Volatility 1M:   421.47%
Volatility 6M:   289.90%
Volatility 1Y:   232.54%
Volatility 3Y:   -