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JP Morgan Call 46 UAL 20.09.2024/  DE000JB2F3B8  /

EUWAX
2024-07-05  10:12:10 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.500EUR -1.96% -
Bid Size: -		 -
Ask Size: -		 United Airlines Hold... 46.00 USD 2024-09-20 Call
 

Master data

WKN: JB2F3B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-21
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.08
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.09
Implied volatility: 0.47
Historic volatility: 0.35
Parity: 0.09
Time value: 0.34
Break-even: 46.74
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 4.88%
Delta: 0.60
Theta: -0.03
Omega: 6.01
Rho: 0.04
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month
  -44.44%
3 Months  
+19.05%
YTD  
+11.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.490
1M High / 1M Low: 0.900 0.490
6M High / 6M Low: 1.070 0.280
High (YTD): 2024-05-15 1.070
Low (YTD): 2024-01-22 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.654
Avg. volume 1M:   0.000
Avg. price 6M:   0.586
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.89%
Volatility 6M:   195.11%
Volatility 1Y:   -
Volatility 3Y:   -