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JP Morgan Call 74 NDA 21.06.2024/  DE000JL28VD4  /

EUWAX
2024-06-18  6:20:13 PM Chg.- Bid8:35:34 AM Ask8:35:34 AM Underlying Strike price Expiration date Option type
0.038EUR - 0.031
Bid Size: 1,000		 0.081
Ask Size: 1,000		 AURUBIS AG 74.00 - 2024-06-21 Call
 

Master data

WKN: JL28VD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 74.00 -
Maturity: 2024-06-21
Issue date: 2023-05-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.00
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.25
Historic volatility: 0.32
Parity: -0.20
Time value: 0.24
Break-even: 76.40
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.20
Spread %: 458.14%
Delta: 0.43
Theta: -0.54
Omega: 12.82
Rho: 0.00
 

Quote data

Open: 0.057
High: 0.057
Low: 0.031
Previous Close: 0.034
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.00%
1 Month
  -93.87%
3 Months
  -60.00%
YTD
  -95.06%
1 Year
  -97.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.026
1M High / 1M Low: 0.730 0.026
6M High / 6M Low: 1.120 0.026
High (YTD): 2024-05-20 0.730
Low (YTD): 2024-06-14 0.026
52W High: 2023-07-31 1.930
52W Low: 2024-06-14 0.026
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   0.736
Avg. volume 1Y:   0.000
Volatility 1M:   395.59%
Volatility 6M:   346.26%
Volatility 1Y:   261.74%
Volatility 3Y:   -