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JP Morgan Call 95 EW 21.06.2024/  DE000JL7PDL9  /

EUWAX
2024-06-07  10:22:27 AM Chg.+0.001 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.015EUR +7.14% -
Bid Size: -		 -
Ask Size: -		 Edwards Lifesciences... 95.00 USD 2024-06-21 Call
 

Master data

WKN: JL7PDL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Edwards Lifesciences Corp
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 105.97
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.26
Parity: -0.64
Time value: 0.08
Break-even: 88.72
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 9.48
Spread abs.: 0.06
Spread %: 352.94%
Delta: 0.21
Theta: -0.08
Omega: 21.76
Rho: 0.01
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.014
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.54%
1 Month
  -55.88%
3 Months
  -97.46%
YTD
  -90.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.014
1M High / 1M Low: 0.110 0.014
6M High / 6M Low: 0.590 0.014
High (YTD): 2024-03-08 0.590
Low (YTD): 2024-06-06 0.014
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.206
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   831.76%
Volatility 6M:   503.07%
Volatility 1Y:   -
Volatility 3Y:   -