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JP Morgan Call 55 DAL 20.09.2024/  DE000JB96RC2  /

EUWAX
2024-07-31  10:53:16 AM Chg.0.000 Bid4:44:31 PM Ask4:44:31 PM Underlying Strike price Expiration date Option type
0.009EUR 0.00% 0.009
Bid Size: 125,000		 0.019
Ask Size: 125,000		 Delta Air Lines Inc 55.00 USD 2024-09-20 Call
 

Master data

WKN: JB96RC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-21
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 222.05
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -1.09
Time value: 0.02
Break-even: 51.03
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 4.75
Spread abs.: 0.01
Spread %: 125.00%
Delta: 0.07
Theta: -0.01
Omega: 15.70
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -91.00%
3 Months
  -96.09%
YTD
  -91.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.009
1M High / 1M Low: 0.083 0.009
6M High / 6M Low: 0.340 0.009
High (YTD): 2024-05-15 0.340
Low (YTD): 2024-07-30 0.009
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.133
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   658.24%
Volatility 6M:   333.84%
Volatility 1Y:   -
Volatility 3Y:   -