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JP Morgan Call 105 5UR 17.01.2025/  DE000JL2EVB7  /

EUWAX
2024-07-10  10:56:58 AM Chg.+0.050 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.490EUR +11.36% -
Bid Size: -		 -
Ask Size: -		 RTX CORP. ... 105.00 - 2025-01-17 Call
 

Master data

WKN: JL2EVB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: RTX CORP. -,01
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.70
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -1.15
Time value: 0.50
Break-even: 110.00
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 4.17%
Delta: 0.38
Theta: -0.02
Omega: 7.09
Rho: 0.16
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.89%
1 Month
  -47.31%
3 Months
  -33.78%
YTD  
+63.33%
1 Year
  -50.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.430
1M High / 1M Low: 0.930 0.400
6M High / 6M Low: 0.950 0.260
High (YTD): 2024-06-06 0.950
Low (YTD): 2024-03-13 0.260
52W High: 2023-07-11 0.990
52W Low: 2023-10-06 0.140
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.611
Avg. volume 1M:   0.000
Avg. price 6M:   0.548
Avg. volume 6M:   0.000
Avg. price 1Y:   0.456
Avg. volume 1Y:   0.000
Volatility 1M:   142.69%
Volatility 6M:   129.61%
Volatility 1Y:   143.06%
Volatility 3Y:   -