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JP Morgan Call 11 J5A 17.01.2025/  DE000JL5AR23  /

EUWAX
7/26/2024  12:48:22 PM Chg.-0.006 Bid2:41:01 PM Ask2:41:01 PM Underlying Strike price Expiration date Option type
0.062EUR -8.82% 0.061
Bid Size: 50,000		 0.071
Ask Size: 50,000		 WB DISCOVERY SER.A D... 11.00 - 1/17/2025 Call
 

Master data

WKN: JL5AR2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WB DISCOVERY SER.A DL-,01
Type: Warrant
Option type: Call
Strike price: 11.00 -
Maturity: 1/17/2025
Issue date: 6/1/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.67
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.45
Parity: -0.36
Time value: 0.07
Break-even: 11.69
Moneyness: 0.67
Premium: 0.59
Premium p.a.: 1.62
Spread abs.: 0.01
Spread %: 16.95%
Delta: 0.34
Theta: 0.00
Omega: 3.59
Rho: 0.01
 

Quote data

Open: 0.062
High: 0.062
Low: 0.062
Previous Close: 0.068
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.48%
1 Month  
+51.22%
3 Months
  -34.74%
YTD
  -80.63%
1 Year
  -85.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.081 0.068
1M High / 1M Low: 0.081 0.035
6M High / 6M Low: 0.240 0.035
High (YTD): 1/2/2024 0.320
Low (YTD): 7/9/2024 0.035
52W High: 8/9/2023 0.580
52W Low: 7/9/2024 0.035
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.107
Avg. volume 6M:   0.000
Avg. price 1Y:   0.224
Avg. volume 1Y:   0.000
Volatility 1M:   187.03%
Volatility 6M:   144.18%
Volatility 1Y:   131.07%
Volatility 3Y:   -