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JP Morgan Call 12 J5A 17.01.2025/  DE000JL2SGY0  /

EUWAX
2024-06-26  12:43:32 PM Chg.-0.004 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.031EUR -11.43% -
Bid Size: -		 -
Ask Size: -		 WB DISCOVERY SER.A D... 12.00 - 2025-01-17 Call
 

Master data

WKN: JL2SGY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WB DISCOVERY SER.A DL-,01
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2025-01-17
Issue date: 2023-05-18
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.49
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.45
Parity: -0.52
Time value: 0.04
Break-even: 12.41
Moneyness: 0.56
Premium: 0.84
Premium p.a.: 1.95
Spread abs.: 0.01
Spread %: 32.26%
Delta: 0.24
Theta: 0.00
Omega: 3.92
Rho: 0.01
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.035
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month
  -38.00%
3 Months
  -65.56%
YTD
  -89.31%
1 Year
  -92.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.031
1M High / 1M Low: 0.064 0.031
6M High / 6M Low: 0.290 0.031
High (YTD): 2024-01-08 0.270
Low (YTD): 2024-06-26 0.031
52W High: 2023-08-09 0.540
52W Low: 2024-06-26 0.031
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   0.120
Avg. volume 6M:   0.000
Avg. price 1Y:   0.227
Avg. volume 1Y:   6.969
Volatility 1M:   141.74%
Volatility 6M:   127.59%
Volatility 1Y:   123.45%
Volatility 3Y:   -