JP Morgan Call 890 MOH 21.06.2024/  DE000JL1BRF4  /

EUWAX
2024-06-14  8:05:09 PM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
LVMH E... 890.00 - 2024-06-21 Call
 

Master data

WKN: JL1BRF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: LVMH EO 0,3
Type: Warrant
Option type: Call
Strike price: 890.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 14.14
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 7.27
Historic volatility: 0.26
Parity: -1.83
Time value: 0.50
Break-even: 940.00
Moneyness: 0.79
Premium: 0.33
Premium p.a.: 0.00
Spread abs.: 0.50
Spread %: 49,900.00%
Delta: 0.34
Theta: -49.24
Omega: 4.80
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -88.89%
3 Months
  -99.55%
YTD
  -99.09%
1 Year
  -99.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.009 0.001
6M High / 6M Low: 0.400 0.001
High (YTD): 2024-03-14 0.400
Low (YTD): 2024-06-14 0.001
52W High: 2023-07-14 0.960
52W Low: 2024-06-14 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.115
Avg. volume 6M:   0.000
Avg. price 1Y:   0.226
Avg. volume 1Y:   0.000
Volatility 1M:   1,003.53%
Volatility 6M:   688.47%
Volatility 1Y:   501.34%
Volatility 3Y:   -