OverviewChartNewsTraderScreen

JP Morgan Call 100 SWKS 17.01.202.../  DE000JL2BKC4  /

EUWAX
11/11/2024  11:18:00 AM Chg.-0.040 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.220EUR -15.38% -
Bid Size: -		 -
Ask Size: -		 Skyworks Solutions I... 100.00 - 1/17/2025 Call
 

Master data

WKN: JL2BKC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 1/17/2025
Issue date: 5/8/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.29
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.33
Parity: -1.68
Time value: 0.25
Break-even: 102.50
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 2.11
Spread abs.: 0.03
Spread %: 13.64%
Delta: 0.25
Theta: -0.05
Omega: 8.30
Rho: 0.03
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -60.71%
3 Months
  -79.05%
YTD
  -90.43%
1 Year
  -76.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.220
1M High / 1M Low: 0.700 0.220
6M High / 6M Low: 2.210 0.220
High (YTD): 7/17/2024 2.210
Low (YTD): 11/11/2024 0.220
52W High: 12/29/2023 2.300
52W Low: 11/11/2024 0.220
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.457
Avg. volume 1M:   0.000
Avg. price 6M:   0.997
Avg. volume 6M:   0.000
Avg. price 1Y:   1.261
Avg. volume 1Y:   0.000
Volatility 1M:   180.79%
Volatility 6M:   195.78%
Volatility 1Y:   168.85%
Volatility 3Y:   -