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JP Morgan Call 70 BNP 21.06.2024/  DE000JL0VTF0  /

EUWAX
20/05/2024  08:51:45 Chg.- Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.250EUR - -
Bid Size: -		 -
Ask Size: -		 BNP PARIBAS INH. ... 70.00 - 21/06/2024 Call
 

Master data

WKN: JL0VTF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 21/06/2024
Issue date: 12/04/2023
Last trading day: 20/05/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.51
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.22
Parity: -0.25
Time value: 0.30
Break-even: 73.00
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 1.67
Spread abs.: 0.06
Spread %: 25.00%
Delta: 0.44
Theta: -0.07
Omega: 9.91
Rho: 0.02
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.180
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+13.64%
1 Month  
+180.90%
3 Months  
+2677.78%
YTD  
+92.31%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.180
1M High / 1M Low: 0.250 0.062
6M High / 6M Low: 0.250 0.005
High (YTD): 20/05/2024 0.250
Low (YTD): 01/03/2024 0.005
52W High: 20/05/2024 0.250
52W Low: 01/03/2024 0.005
Avg. price 1W:   0.217
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.071
Avg. volume 6M:   0.000
Avg. price 1Y:   0.121
Avg. volume 1Y:   0.000
Volatility 1M:   464.43%
Volatility 6M:   370.67%
Volatility 1Y:   290.45%
Volatility 3Y:   -