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

EUWAX
05/09/2024  10:56:49 Chg.- Bid08:51:06 Ask08:51:06 Underlying Strike price Expiration date Option type
1.00EUR - 0.90
Bid Size: 5,000		 0.94
Ask Size: 5,000		 Skyworks Solutions I... 100.00 - 17/01/2025 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: 17/01/2025
Issue date: 08/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.41
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.31
Parity: -0.87
Time value: 0.97
Break-even: 109.70
Moneyness: 0.91
Premium: 0.20
Premium p.a.: 0.66
Spread abs.: 0.04
Spread %: 4.30%
Delta: 0.48
Theta: -0.05
Omega: 4.51
Rho: 0.12
 

Quote data

Open: 1.00
High: 1.00
Low: 1.00
Previous Close: 0.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.81%
1 Month
  -6.54%
3 Months  
+58.73%
YTD
  -56.52%
1 Year
  -57.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.39 0.92
1M High / 1M Low: 1.39 0.80
6M High / 6M Low: 2.21 0.55
High (YTD): 17/07/2024 2.21
Low (YTD): 10/06/2024 0.55
52W High: 06/09/2023 2.36
52W Low: 10/06/2024 0.55
Avg. price 1W:   1.20
Avg. volume 1W:   0.00
Avg. price 1M:   1.18
Avg. volume 1M:   0.00
Avg. price 6M:   1.26
Avg. volume 6M:   0.00
Avg. price 1Y:   1.41
Avg. volume 1Y:   0.00
Volatility 1M:   210.99%
Volatility 6M:   201.45%
Volatility 1Y:   159.20%
Volatility 3Y:   -