JP Morgan Call 120 R66 17.01.2025
/ DE000JL2CUR9
JP Morgan Call 120 R66 17.01.2025/ DE000JL2CUR9 /
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: |
|
- |