JP Morgan Call 190 EL 16.01.2026/  DE000JK6U8A7  /

EUWAX
20/06/2024  09:05:54 Chg.- Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.590EUR - -
Bid Size: -
-
Ask Size: -
Estee Lauder Compani... 190.00 - 16/01/2026 Call
 

Master data

WKN: JK6U8A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 16/01/2026
Issue date: 04/04/2024
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.58
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.39
Parity: -9.19
Time value: 0.78
Break-even: 197.80
Moneyness: 0.52
Premium: 1.02
Premium p.a.: 0.58
Spread abs.: 0.20
Spread %: 34.48%
Delta: 0.27
Theta: -0.02
Omega: 3.39
Rho: 0.29
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.590
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -34.44%
3 Months
  -68.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.900 0.590
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.701
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -