JP Morgan Call 84 UAL 20.06.2025/  DE000JL7EGR3  /

EUWAX
2024-06-14  11:46:14 AM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.130EUR -13.33% -
Bid Size: -
-
Ask Size: -
United Airlines Hold... 84.00 USD 2025-06-20 Call
 

Master data

WKN: JL7EGR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Call
Strike price: 84.00 USD
Maturity: 2025-06-20
Issue date: 2023-07-03
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.79
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.36
Parity: -3.21
Time value: 0.18
Break-even: 80.27
Moneyness: 0.59
Premium: 0.73
Premium p.a.: 0.72
Spread abs.: 0.07
Spread %: 63.64%
Delta: 0.19
Theta: -0.01
Omega: 4.94
Rho: 0.07
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -50.00%
3 Months  
+46.07%
YTD  
+8.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.260 0.130
6M High / 6M Low: 0.270 0.071
High (YTD): 2024-05-15 0.270
Low (YTD): 2024-01-22 0.071
52W High: - -
52W Low: - -
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.176
Avg. volume 1M:   0.000
Avg. price 6M:   0.133
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.50%
Volatility 6M:   192.57%
Volatility 1Y:   -
Volatility 3Y:   -