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JP Morgan Call 120 EL 16.08.2024/  DE000JB5KAT5  /

EUWAX
2024-07-30  12:13:49 PM Chg.-0.009 Bid2:59:22 PM Ask2:59:22 PM Underlying Strike price Expiration date Option type
0.024EUR -27.27% 0.018
Bid Size: 2,000		 0.088
Ask Size: 2,000		 Estee Lauder Compani... 120.00 USD 2024-08-16 Call
 

Master data

WKN: JB5KAT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-08-16
Issue date: 2023-11-06
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 84.64
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.39
Parity: -1.78
Time value: 0.11
Break-even: 112.01
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 52.00
Spread abs.: 0.09
Spread %: 340.00%
Delta: 0.15
Theta: -0.10
Omega: 13.03
Rho: 0.01
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.033
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.67%
1 Month
  -91.11%
3 Months
  -99.19%
YTD
  -99.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.026
1M High / 1M Low: 0.190 0.026
6M High / 6M Low: 3.950 0.026
High (YTD): 2024-03-13 3.950
Low (YTD): 2024-07-26 0.026
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   1.903
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   306.19%
Volatility 6M:   208.93%
Volatility 1Y:   -
Volatility 3Y:   -