OverviewChartNewsTraderScreen

JP Morgan Call 500 LULU 20.06.202.../  DE000JB7SAU2  /

EUWAX
12/11/2024  08:26:20 Chg.+0.011 Bid21:55:16 Ask21:55:16 Underlying Strike price Expiration date Option type
0.057EUR +23.91% 0.062
Bid Size: 10,000		 0.092
Ask Size: 10,000		 Lululemon Athletica ... 500.00 USD 20/06/2025 Call
 

Master data

WKN: JB7SAU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 20/06/2025
Issue date: 29/11/2023
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 33.94
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.33
Parity: -1.70
Time value: 0.09
Break-even: 477.71
Moneyness: 0.64
Premium: 0.60
Premium p.a.: 1.18
Spread abs.: 0.03
Spread %: 51.72%
Delta: 0.17
Theta: -0.07
Omega: 5.80
Rho: 0.25
 

Quote data

Open: 0.057
High: 0.057
Low: 0.057
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.56%
1 Month  
+128.00%
3 Months  
+200.00%
YTD
  -94.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.046
1M High / 1M Low: 0.068 0.028
6M High / 6M Low: 0.220 0.014
High (YTD): 02/01/2024 1.010
Low (YTD): 11/09/2024 0.014
52W High: - -
52W Low: - -
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.052
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   278.10%
Volatility 6M:   240.22%
Volatility 1Y:   -
Volatility 3Y:   -