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JP Morgan Call 100 3QD 17.01.2025/  DE000JL0Q7D3  /

EUWAX
9/9/2024  9:58:47 AM Chg.-0.07 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.58EUR -4.24% -
Bid Size: -		 -
Ask Size: -		 DATADOG INC. A DL-,... 100.00 - 1/17/2025 Call
 

Master data

WKN: JL0Q7D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DATADOG INC. A DL-,00001
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.12
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.41
Parity: -0.33
Time value: 1.58
Break-even: 115.80
Moneyness: 0.97
Premium: 0.20
Premium p.a.: 0.66
Spread abs.: 0.04
Spread %: 2.60%
Delta: 0.57
Theta: -0.07
Omega: 3.47
Rho: 0.14
 

Quote data

Open: 1.58
High: 1.58
Low: 1.58
Previous Close: 1.65
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.12%
1 Month
  -29.15%
3 Months
  -30.70%
YTD
  -56.71%
1 Year
  -39.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.11 1.58
1M High / 1M Low: 2.24 1.58
6M High / 6M Low: 4.11 1.58
High (YTD): 2/13/2024 4.78
Low (YTD): 9/9/2024 1.58
52W High: 2/13/2024 4.78
52W Low: 11/7/2023 1.32
Avg. price 1W:   1.74
Avg. volume 1W:   0.00
Avg. price 1M:   2.04
Avg. volume 1M:   0.00
Avg. price 6M:   2.90
Avg. volume 6M:   0.00
Avg. price 1Y:   2.98
Avg. volume 1Y:   1.18
Volatility 1M:   103.39%
Volatility 6M:   104.81%
Volatility 1Y:   132.99%
Volatility 3Y:   -