JP Morgan Call 80 NDA 21.06.2024/  DE000JL1RMF1  /

EUWAX
2024-06-18  2:18:21 PM Chg.0.000 Bid8:00:06 PM Ask8:00:06 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 80.00 - 2024-06-21 Call
 

Master data

WKN: JL1RMF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.07
Historic volatility: 0.32
Parity: -0.80
Time value: 0.50
Break-even: 85.00
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.00
Spread abs.: 0.50
Spread %: 49,900.00%
Delta: 0.41
Theta: -1.30
Omega: 5.84
Rho: 0.00
 

Quote data

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

Performance

1 Week
  -75.00%
1 Month
  -99.60%
3 Months
  -97.44%
YTD
  -99.81%
1 Year
  -99.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.001
1M High / 1M Low: 0.310 0.001
6M High / 6M Low: 0.810 0.001
High (YTD): 2024-01-02 0.420
Low (YTD): 2024-06-17 0.001
52W High: 2023-07-31 1.570
52W Low: 2024-06-17 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   0.153
Avg. volume 6M:   0.000
Avg. price 1Y:   0.517
Avg. volume 1Y:   0.000
Volatility 1M:   569.76%
Volatility 6M:   448.24%
Volatility 1Y:   333.67%
Volatility 3Y:   -