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JP Morgan Call 86 BNR 21.06.2024/  DE000JL1A4E5  /

EUWAX
21/05/2024  11:23:11 Chg.- Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 86.00 - 21/06/2024 Call
 

Master data

WKN: JL1A4E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 86.00 -
Maturity: 21/06/2024
Issue date: 12/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 165.37
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.19
Parity: -1.82
Time value: 0.04
Break-even: 86.41
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 20.17
Spread abs.: 0.04
Spread %: 4,000.00%
Delta: 0.09
Theta: -0.03
Omega: 14.27
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
  -96.15%
3 Months
  -99.71%
YTD
  -99.74%
1 Year
  -99.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.032 0.001
6M High / 6M Low: 0.450 0.001
High (YTD): 01/03/2024 0.450
Low (YTD): 21/05/2024 0.001
52W High: 08/06/2023 0.510
52W Low: 21/05/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.189
Avg. volume 6M:   0.000
Avg. price 1Y:   0.241
Avg. volume 1Y:   0.000
Volatility 1M:   442.56%
Volatility 6M:   274.23%
Volatility 1Y:   218.69%
Volatility 3Y:   -