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

EUWAX
11/12/2024  8:53:15 AM Chg.-0.012 Bid9:19:13 AM Ask9:19:13 AM Underlying Strike price Expiration date Option type
0.072EUR -14.29% 0.072
Bid Size: 3,000		 0.110
Ask Size: 3,000		 Skyworks Solutions I... 110.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 69.35
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.33
Parity: -2.68
Time value: 0.12
Break-even: 111.20
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 3.85
Spread abs.: 0.04
Spread %: 44.58%
Delta: 0.14
Theta: -0.03
Omega: 9.55
Rho: 0.02
 

Quote data

Open: 0.072
High: 0.072
Low: 0.072
Previous Close: 0.084
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.77%
1 Month
  -74.29%
3 Months
  -88.75%
YTD
  -95.93%
1 Year
  -89.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.084
1M High / 1M Low: 0.340 0.084
6M High / 6M Low: 1.640 0.084
High (YTD): 7/16/2024 1.640
Low (YTD): 11/11/2024 0.084
52W High: 12/28/2023 1.790
52W Low: 11/11/2024 0.084
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.619
Avg. volume 6M:   0.000
Avg. price 1Y:   0.854
Avg. volume 1Y:   0.000
Volatility 1M:   211.85%
Volatility 6M:   234.12%
Volatility 1Y:   198.79%
Volatility 3Y:   -