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JP Morgan Call 105 ABL 17.01.2025/  DE000JL03GA4  /

EUWAX
2024-08-02  8:56:38 AM Chg.+0.250 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.990EUR +33.78% -
Bid Size: -		 -
Ask Size: -		 ABBOTT LABS 105.00 - 2025-01-17 Call
 

Master data

WKN: JL03GA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.03
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.17
Parity: -0.30
Time value: 1.13
Break-even: 116.30
Moneyness: 0.97
Premium: 0.14
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 1.80%
Delta: 0.54
Theta: -0.04
Omega: 4.89
Rho: 0.20
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.32%
1 Month  
+62.30%
3 Months  
+7.61%
YTD
  -32.19%
1 Year
  -36.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.430
1M High / 1M Low: 0.990 0.430
6M High / 6M Low: 2.050 0.430
High (YTD): 2024-03-11 2.050
Low (YTD): 2024-07-29 0.430
52W High: 2024-03-11 2.050
52W Low: 2024-07-29 0.430
Avg. price 1W:   0.716
Avg. volume 1W:   0.000
Avg. price 1M:   0.647
Avg. volume 1M:   0.000
Avg. price 6M:   1.086
Avg. volume 6M:   0.000
Avg. price 1Y:   1.151
Avg. volume 1Y:   0.000
Volatility 1M:   344.18%
Volatility 6M:   177.63%
Volatility 1Y:   137.86%
Volatility 3Y:   -