JP Morgan Call 86 NDA 21.06.2024/  DE000JL0DK71  /

EUWAX
2024-06-12  3:06:54 PM Chg.- Bid9:00:09 AM Ask9:00:09 AM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
AURUBIS AG 86.00 - 2024-06-21 Call
 

Master data

WKN: JL0DK7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 86.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.40
Historic volatility: 0.32
Parity: -1.40
Time value: 0.20
Break-even: 88.00
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.00
Spread abs.: 0.20
Spread %: 19,900.00%
Delta: 0.24
Theta: -0.81
Omega: 8.65
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
  -98.68%
3 Months
  -94.74%
YTD
  -99.69%
1 Year
  -99.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.100 0.001
6M High / 6M Low: 0.520 0.001
High (YTD): 2024-01-02 0.240
Low (YTD): 2024-06-12 0.001
52W High: 2023-07-31 1.250
52W Low: 2024-06-12 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   0.367
Avg. volume 1Y:   0.000
Volatility 1M:   691.66%
Volatility 6M:   522.13%
Volatility 1Y:   386.47%
Volatility 3Y:   -