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JP Morgan Call 120 R66 17.01.2025/  DE000JL2CUR9  /

EUWAX
9/6/2024  10:48:40 AM Chg.-0.23 Bid9:35:04 PM Ask9:35:04 PM Underlying Strike price Expiration date Option type
1.68EUR -12.04% 1.63
Bid Size: 75,000		 1.65
Ask Size: 75,000		 PHILLIPS 66 D... 120.00 - 1/17/2025 Call
 

Master data

WKN: JL2CUR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PHILLIPS 66 DL-,01
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 1/17/2025
Issue date: 4/17/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.71
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.22
Parity: -0.40
Time value: 1.73
Break-even: 137.30
Moneyness: 0.97
Premium: 0.18
Premium p.a.: 0.59
Spread abs.: 0.05
Spread %: 2.98%
Delta: 0.56
Theta: -0.07
Omega: 3.74
Rho: 0.17
 

Quote data

Open: 1.68
High: 1.68
Low: 1.68
Previous Close: 1.91
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.94%
1 Month
  -24.66%
3 Months
  -35.38%
YTD
  -38.46%
1 Year
  -22.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.42 1.91
1M High / 1M Low: 2.42 1.91
6M High / 6M Low: 5.53 1.91
High (YTD): 4/4/2024 5.53
Low (YTD): 9/5/2024 1.91
52W High: 4/4/2024 5.53
52W Low: 11/9/2023 1.63
Avg. price 1W:   2.19
Avg. volume 1W:   0.00
Avg. price 1M:   2.17
Avg. volume 1M:   0.00
Avg. price 6M:   3.14
Avg. volume 6M:   0.00
Avg. price 1Y:   2.83
Avg. volume 1Y:   0.00
Volatility 1M:   105.72%
Volatility 6M:   96.59%
Volatility 1Y:   84.98%
Volatility 3Y:   -