JP Morgan Call 1.29 GBP/USD 20.12.../  DE000JL8LH60  /

EUWAX
2024-10-24  4:21:54 PM Chg.- Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.94EUR - -
Bid Size: -
-
Ask Size: -
- 1.29 - 2024-12-20 Call
 

Master data

WKN: JL8LH6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1.29 -
Maturity: 2024-12-20
Issue date: 2023-07-31
Last trading day: 2024-10-25
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 64.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.06
Parity: -9.13
Time value: 1.85
Break-even: 1.31
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 1.56
Spread abs.: 0.02
Spread %: 1.09%
Delta: 0.26
Theta: 0.00
Omega: 16.96
Rho: 0.00
 

Quote data

Open: 1.83
High: 1.94
Low: 1.83
Previous Close: 1.73
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -12.61%
3 Months
  -11.01%
YTD
  -35.76%
1 Year
  -11.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.38 1.73
6M High / 6M Low: 5.01 1.27
High (YTD): 2024-09-26 5.01
Low (YTD): 2024-04-22 1.04
52W High: 2024-09-26 5.01
52W Low: 2024-04-22 1.04
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.05
Avg. volume 1M:   0.00
Avg. price 6M:   2.42
Avg. volume 6M:   0.00
Avg. price 1Y:   2.32
Avg. volume 1Y:   0.00
Volatility 1M:   200.47%
Volatility 6M:   161.25%
Volatility 1Y:   139.70%
Volatility 3Y:   -