JP Morgan Call 78 UAL1 17.01.2025/  DE000JS552U8  /

EUWAX
25/06/2024  11:27:43 Chg.- Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.051EUR - -
Bid Size: -
-
Ask Size: -
UTD AIRLINES HLDGS D... 78.00 - 17/01/2025 Call
 

Master data

WKN: JS552U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: UTD AIRLINES HLDGS DL-,01
Type: Warrant
Option type: Call
Strike price: 78.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.19
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.36
Parity: -3.27
Time value: 0.10
Break-even: 78.96
Moneyness: 0.58
Premium: 0.74
Premium p.a.: 1.69
Spread abs.: 0.05
Spread %: 108.70%
Delta: 0.13
Theta: -0.01
Omega: 6.01
Rho: 0.03
 

Quote data

Open: 0.051
High: 0.051
Low: 0.051
Previous Close: 0.044
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.07%
1 Month
  -42.70%
3 Months     0.00%
YTD
  -42.70%
1 Year
  -89.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.044
1M High / 1M Low: 0.110 0.044
6M High / 6M Low: 0.160 0.032
High (YTD): 15/05/2024 0.160
Low (YTD): 16/04/2024 0.032
52W High: 21/07/2023 0.570
52W Low: 16/04/2024 0.032
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   0.000
Avg. price 1Y:   0.159
Avg. volume 1Y:   0.000
Volatility 1M:   233.85%
Volatility 6M:   251.73%
Volatility 1Y:   201.51%
Volatility 3Y:   -