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JP Morgan Call 42 UAL 20.09.2024/  DE000JB15WJ7  /

EUWAX
2024-07-26  10:07:03 AM Chg.+0.080 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.580EUR +16.00% -
Bid Size: -		 -
Ask Size: -		 United Airlines Hold... 42.00 USD 2024-09-20 Call
 

Master data

WKN: JB15WJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.04
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.49
Implied volatility: 0.46
Historic volatility: 0.35
Parity: 0.49
Time value: 0.13
Break-even: 44.89
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 3.33%
Delta: 0.79
Theta: -0.02
Omega: 5.53
Rho: 0.04
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.54%
1 Month
  -24.68%
3 Months
  -53.60%
YTD
  -6.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.500
1M High / 1M Low: 0.790 0.440
6M High / 6M Low: 1.370 0.440
High (YTD): 2024-05-15 1.370
Low (YTD): 2024-01-17 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.635
Avg. volume 1M:   0.000
Avg. price 6M:   0.809
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.68%
Volatility 6M:   167.06%
Volatility 1Y:   -
Volatility 3Y:   -