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JP Morgan Call 10.5 AFR0 20.12.20.../  DE000JB5D4E9  /

EUWAX
8/12/2024  10:08:58 AM Chg.-0.002 Bid5:36:04 PM Ask5:36:04 PM Underlying Strike price Expiration date Option type
0.014EUR -12.50% 0.013
Bid Size: 7,500		 0.063
Ask Size: 7,500		 AIR FRANCE-KLM INH. ... 10.50 EUR 12/20/2024 Call
 

Master data

WKN: JB5D4E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 10.50 EUR
Maturity: 12/20/2024
Issue date: 11/2/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.99
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.37
Parity: -0.28
Time value: 0.06
Break-even: 11.05
Moneyness: 0.73
Premium: 0.44
Premium p.a.: 1.77
Spread abs.: 0.04
Spread %: 266.67%
Delta: 0.32
Theta: 0.00
Omega: 4.43
Rho: 0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months
  -91.76%
YTD
  -96.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.014
1M High / 1M Low: 0.028 0.014
6M High / 6M Low: 0.260 0.014
High (YTD): 1/2/2024 0.430
Low (YTD): 8/8/2024 0.014
52W High: - -
52W Low: - -
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.117
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   286.15%
Volatility 6M:   186.74%
Volatility 1Y:   -
Volatility 3Y:   -