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JP Morgan Call 130 iShares Nasdaq.../  DE000JL8QG58  /

EUWAX
2024-05-27  1:53:53 PM Chg.-0.040 Bid2:30:41 PM Ask2:30:41 PM Underlying Strike price Expiration date Option type
0.610EUR -6.15% 0.610
Bid Size: 2,000		 0.700
Ask Size: 2,000		 - 130.00 - 2024-06-21 Call
 

Master data

WKN: JL8QG5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-06-21
Issue date: 2023-08-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.13
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.15
Parity: -0.49
Time value: 0.69
Break-even: 136.90
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 2.74
Spread abs.: 0.06
Spread %: 9.52%
Delta: 0.45
Theta: -0.18
Omega: 8.24
Rho: 0.03
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.44%
1 Month  
+165.22%
3 Months
  -50.00%
YTD
  -51.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.650
1M High / 1M Low: 0.830 0.250
6M High / 6M Low: 1.370 0.210
High (YTD): 2024-01-09 1.370
Low (YTD): 2024-04-19 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   0.595
Avg. volume 1M:   0.000
Avg. price 6M:   0.855
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.65%
Volatility 6M:   177.98%
Volatility 1Y:   -
Volatility 3Y:   -