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JP Morgan Call 110 SWKS 17.01.202.../  DE000JL0KCN3  /

EUWAX
2024-09-05  8:59:13 AM Chg.- Bid8:34:05 AM Ask8:34:05 AM Underlying Strike price Expiration date Option type
0.570EUR - 0.500
Bid Size: 5,000		 0.540
Ask Size: 5,000		 Skyworks Solutions I... 110.00 - 2025-01-17 Call
 

Master data

WKN: JL0KCN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.73
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.31
Parity: -1.87
Time value: 0.58
Break-even: 115.80
Moneyness: 0.83
Premium: 0.27
Premium p.a.: 0.92
Spread abs.: 0.04
Spread %: 7.41%
Delta: 0.35
Theta: -0.04
Omega: 5.50
Rho: 0.10
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.49%
1 Month
  -6.56%
3 Months  
+62.86%
YTD
  -67.80%
1 Year
  -66.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.530
1M High / 1M Low: 0.900 0.480
6M High / 6M Low: 1.640 0.310
High (YTD): 2024-07-16 1.640
Low (YTD): 2024-06-10 0.310
52W High: 2023-12-28 1.790
52W Low: 2024-06-10 0.310
Avg. price 1W:   0.728
Avg. volume 1W:   0.000
Avg. price 1M:   0.727
Avg. volume 1M:   0.000
Avg. price 6M:   0.840
Avg. volume 6M:   0.000
Avg. price 1Y:   1.001
Avg. volume 1Y:   0.000
Volatility 1M:   300.11%
Volatility 6M:   236.29%
Volatility 1Y:   184.20%
Volatility 3Y:   -