JP Morgan Call 450 LULU 16.01.202.../  DE000JK9MDC2  /

EUWAX
29/07/2024  08:40:56 Chg.+0.010 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.130EUR +8.33% -
Bid Size: -
-
Ask Size: -
Lululemon Athletica ... 450.00 USD 16/01/2026 Call
 

Master data

WKN: JK9MDC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 16/01/2026
Issue date: 07/05/2024
Last trading day: 15/01/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.34
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.31
Parity: -1.81
Time value: 0.18
Break-even: 432.14
Moneyness: 0.56
Premium: 0.85
Premium p.a.: 0.52
Spread abs.: 0.06
Spread %: 46.15%
Delta: 0.27
Theta: -0.05
Omega: 3.65
Rho: 0.68
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month
  -48.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.120
1M High / 1M Low: 0.250 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -