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

EUWAX
7/30/2024  11:10:34 AM Chg.+0.06 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
2.17EUR +2.84% -
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: 4.96
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 0.85
Implied volatility: 0.58
Historic volatility: 0.30
Parity: 0.85
Time value: 1.34
Break-even: 121.90
Moneyness: 1.09
Premium: 0.12
Premium p.a.: 0.28
Spread abs.: 0.08
Spread %: 3.79%
Delta: 0.67
Theta: -0.05
Omega: 3.33
Rho: 0.24
 

Quote data

Open: 2.17
High: 2.17
Low: 2.17
Previous Close: 2.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.88%
1 Month  
+60.74%
3 Months  
+33.95%
YTD
  -5.65%
1 Year
  -20.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.13 1.85
1M High / 1M Low: 2.21 1.20
6M High / 6M Low: 2.21 0.55
High (YTD): 7/17/2024 2.21
Low (YTD): 6/10/2024 0.55
52W High: 7/31/2023 2.73
52W Low: 6/10/2024 0.55
Avg. price 1W:   2.01
Avg. volume 1W:   0.00
Avg. price 1M:   1.71
Avg. volume 1M:   0.00
Avg. price 6M:   1.33
Avg. volume 6M:   0.00
Avg. price 1Y:   1.53
Avg. volume 1Y:   0.00
Volatility 1M:   140.61%
Volatility 6M:   172.28%
Volatility 1Y:   137.81%
Volatility 3Y:   -