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

EUWAX
09/10/2024  11:21:49 Chg.+0.010 Bid15:43:20 Ask15:43:20 Underlying Strike price Expiration date Option type
0.570EUR +1.79% 0.580
Bid Size: 75,000		 0.590
Ask Size: 75,000		 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: 14.60
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.32
Parity: -1.24
Time value: 0.60
Break-even: 106.00
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 1.01
Spread abs.: 0.03
Spread %: 5.26%
Delta: 0.39
Theta: -0.05
Omega: 5.70
Rho: 0.08
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.64%
1 Month
  -33.72%
3 Months
  -58.09%
YTD
  -75.22%
1 Year
  -65.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.550
1M High / 1M Low: 0.970 0.550
6M High / 6M Low: 2.210 0.550
High (YTD): 17/07/2024 2.210
Low (YTD): 02/10/2024 0.550
52W High: 29/12/2023 2.300
52W Low: 02/10/2024 0.550
Avg. price 1W:   0.586
Avg. volume 1W:   0.000
Avg. price 1M:   0.716
Avg. volume 1M:   0.000
Avg. price 6M:   1.106
Avg. volume 6M:   0.000
Avg. price 1Y:   1.329
Avg. volume 1Y:   0.000
Volatility 1M:   158.87%
Volatility 6M:   204.64%
Volatility 1Y:   162.34%
Volatility 3Y:   -