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JP Morgan Call 72 MDLZ 21.06.2024/  DE000JL96NZ1  /

EUWAX
2024-06-06  10:08:34 AM Chg.-0.003 Bid8:08:02 PM Ask8:08:02 PM Underlying Strike price Expiration date Option type
0.009EUR -25.00% 0.014
Bid Size: 100,000		 0.024
Ask Size: 100,000		 Mondelez Internation... 72.00 USD 2024-06-21 Call
 

Master data

WKN: JL96NZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 72.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-18
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 312.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -0.37
Time value: 0.02
Break-even: 66.41
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 3.36
Spread abs.: 0.01
Spread %: 100.00%
Delta: 0.13
Theta: -0.02
Omega: 41.37
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.012
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -88.16%
3 Months
  -96.79%
YTD
  -97.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.007
1M High / 1M Low: 0.160 0.007
6M High / 6M Low: 0.670 0.007
High (YTD): 2024-02-05 0.670
Low (YTD): 2024-06-04 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.287
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   657.19%
Volatility 6M:   333.36%
Volatility 1Y:   -
Volatility 3Y:   -