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JP Morgan Call 115 ABL 17.01.2025/  DE000JL03GF3  /

EUWAX
02/08/2024  08:56:38 Chg.+0.160 Bid19:55:42 Ask19:55:42 Underlying Strike price Expiration date Option type
0.490EUR +48.48% 0.530
Bid Size: 100,000		 0.540
Ask Size: 100,000		 ABBOTT LABS 115.00 - 17/01/2025 Call
 

Master data

WKN: JL03GF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 17/01/2025
Issue date: 05/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.27
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.17
Parity: -1.29
Time value: 0.53
Break-even: 120.30
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.37
Theta: -0.03
Omega: 7.15
Rho: 0.15
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.11%
1 Month  
+96.00%
3 Months  
+2.08%
YTD
  -48.96%
1 Year
  -59.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.170
1M High / 1M Low: 0.400 0.170
6M High / 6M Low: 1.400 0.170
High (YTD): 11/03/2024 1.400
Low (YTD): 29/07/2024 0.170
52W High: 11/03/2024 1.400
52W Low: 29/07/2024 0.170
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.271
Avg. volume 1M:   0.000
Avg. price 6M:   0.624
Avg. volume 6M:   0.000
Avg. price 1Y:   0.707
Avg. volume 1Y:   0.000
Volatility 1M:   422.51%
Volatility 6M:   225.34%
Volatility 1Y:   172.29%
Volatility 3Y:   -