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JP Morgan Call 135 EL 16.08.2024/  DE000JB5MZZ5  /

EUWAX
2024-07-05  8:26:23 AM Chg.+0.002 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.039EUR +5.41% -
Bid Size: -		 -
Ask Size: -		 Estee Lauder Compani... 135.00 USD 2024-08-16 Call
 

Master data

WKN: JB5MZZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 2024-08-16
Issue date: 2023-10-31
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 81.76
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.39
Parity: -2.64
Time value: 0.12
Break-even: 125.75
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 8.11
Spread abs.: 0.08
Spread %: 185.71%
Delta: 0.13
Theta: -0.05
Omega: 11.02
Rho: 0.01
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.037
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.10%
1 Month
  -89.46%
3 Months
  -98.01%
YTD
  -98.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.037
1M High / 1M Low: 0.370 0.037
6M High / 6M Low: 3.030 0.037
High (YTD): 2024-03-14 3.030
Low (YTD): 2024-07-04 0.037
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   1.418
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   299.44%
Volatility 6M:   217.25%
Volatility 1Y:   -
Volatility 3Y:   -