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JP Morgan Call 55 DAL 20.09.2024/  DE000JB96RC2  /

EUWAX
02/08/2024  10:42:31 Chg.-0.002 Bid17:40:34 Ask17:40:34 Underlying Strike price Expiration date Option type
0.005EUR -28.57% 0.008
Bid Size: 150,000		 0.018
Ask Size: 150,000		 Delta Air Lines Inc 55.00 USD 20/09/2024 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: 20/09/2024
Issue date: 21/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 226.32
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.27
Parity: -1.25
Time value: 0.02
Break-even: 51.16
Moneyness: 0.75
Premium: 0.33
Premium p.a.: 7.35
Spread abs.: 0.01
Spread %: 142.86%
Delta: 0.06
Theta: -0.01
Omega: 14.31
Rho: 0.00
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.007
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.33%
1 Month
  -91.94%
3 Months
  -97.92%
YTD
  -95.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.007
1M High / 1M Low: 0.079 0.007
6M High / 6M Low: 0.340 0.007
High (YTD): 15/05/2024 0.340
Low (YTD): 01/08/2024 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.132
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   641.22%
Volatility 6M:   335.35%
Volatility 1Y:   -
Volatility 3Y:   -