JP Morgan Call 86 UAL 20.06.2025/  DE000JL82CM2  /

EUWAX
2024-06-14  11:49:57 AM Chg.-0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.120EUR -14.29% -
Bid Size: -
-
Ask Size: -
United Airlines Hold... 86.00 USD 2025-06-20 Call
 

Master data

WKN: JL82CM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Call
Strike price: 86.00 USD
Maturity: 2025-06-20
Issue date: 2023-07-17
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.30
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.36
Parity: -3.39
Time value: 0.17
Break-even: 82.04
Moneyness: 0.58
Premium: 0.77
Premium p.a.: 0.75
Spread abs.: 0.07
Spread %: 70.00%
Delta: 0.18
Theta: -0.01
Omega: 4.95
Rho: 0.07
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -50.00%
3 Months  
+51.90%
YTD  
+9.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.240 0.110
6M High / 6M Low: 0.250 0.064
High (YTD): 2024-04-23 0.250
Low (YTD): 2024-04-16 0.064
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   0.121
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.92%
Volatility 6M:   200.71%
Volatility 1Y:   -
Volatility 3Y:   -