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JP Morgan Call 195 EL 16.08.2024/  DE000JL5GMH1  /

EUWAX
2024-06-27  11:33:19 AM Chg.0.000 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.005EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Estee Lauder Compani... 195.00 - 2024-08-16 Call
 

Master data

WKN: JL5GMH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 195.00 -
Maturity: 2024-08-16
Issue date: 2023-06-07
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 66.26
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.08
Historic volatility: 0.39
Parity: -8.90
Time value: 0.16
Break-even: 196.60
Moneyness: 0.54
Premium: 0.85
Premium p.a.: 89.79
Spread abs.: 0.16
Spread %: 3,100.00%
Delta: 0.09
Theta: -0.07
Omega: 6.25
Rho: 0.01
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -37.50%
3 Months
  -96.88%
YTD
  -99.15%
1 Year
  -99.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.005
1M High / 1M Low: 0.016 0.002
6M High / 6M Low: 0.590 0.002
High (YTD): 2024-03-14 0.560
Low (YTD): 2024-06-17 0.002
52W High: 2023-07-03 3.310
52W Low: 2024-06-17 0.002
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.214
Avg. volume 6M:   0.000
Avg. price 1Y:   0.681
Avg. volume 1Y:   0.000
Volatility 1M:   1,697.40%
Volatility 6M:   759.17%
Volatility 1Y:   559.88%
Volatility 3Y:   -