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JP Morgan Call 76 BNR 21.06.2024/  DE000JL1A4C9  /

EUWAX
2024-06-14  8:05:22 PM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 76.00 - 2024-06-21 Call
 

Master data

WKN: JL1A4C
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 158.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.19
Parity: -1.10
Time value: 0.04
Break-even: 76.41
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 4,000.00%
Delta: 0.11
Theta: -0.13
Omega: 17.78
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -87.50%
3 Months
  -99.81%
YTD
  -99.90%
1 Year
  -99.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.008 0.001
6M High / 6M Low: 1.160 0.001
High (YTD): 2024-03-01 1.160
Low (YTD): 2024-06-14 0.001
52W High: 2024-03-01 1.160
52W Low: 2024-06-14 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.522
Avg. volume 6M:   0.000
Avg. price 1Y:   0.571
Avg. volume 1Y:   0.000
Volatility 1M:   665.88%
Volatility 6M:   336.87%
Volatility 1Y:   249.60%
Volatility 3Y:   -