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JP Morgan Call 85 TT8 21.06.2024/  DE000JL2AVR1  /

EUWAX
2024-05-30  8:21:28 AM Chg.- Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.920EUR - -
Bid Size: -		 -
Ask Size: -		 THE TRA.DESK A DL-,0... 85.00 - 2024-06-21 Call
 

Master data

WKN: JL2AVR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: THE TRA.DESK A DL-,000001
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2024-06-21
Issue date: 2023-04-25
Last trading day: 2024-06-06
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.43
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.44
Implied volatility: 1.85
Historic volatility: 0.42
Parity: 0.44
Time value: 0.62
Break-even: 95.60
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 59.64
Spread abs.: 0.04
Spread %: 3.92%
Delta: 0.63
Theta: -0.67
Omega: 5.31
Rho: 0.01
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.960
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+113.95%
3 Months  
+91.67%
YTD  
+48.39%
1 Year
  -32.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.070 0.430
6M High / 6M Low: 1.290 0.250
High (YTD): 2024-02-16 1.290
Low (YTD): 2024-01-17 0.250
52W High: 2023-08-01 2.100
52W Low: 2024-01-17 0.250
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.924
Avg. volume 1M:   220
Avg. price 6M:   0.672
Avg. volume 6M:   23.158
Avg. price 1Y:   0.954
Avg. volume 1Y:   50.204
Volatility 1M:   410.00%
Volatility 6M:   292.49%
Volatility 1Y:   242.59%
Volatility 3Y:   -