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JP Morgan Call 120 TJX 17.01.2025/  DE000JL9RYV6  /

EUWAX
10/18/2024  9:32:47 AM Chg.0.000 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.420EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 TJX Companies Inc 120.00 USD 1/17/2025 Call
 

Master data

WKN: JL9RYV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: TJX Companies Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 1/17/2025
Issue date: 8/9/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.03
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -0.21
Time value: 0.39
Break-even: 114.28
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.48
Theta: -0.03
Omega: 13.34
Rho: 0.12
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+82.61%
1 Month
  -14.29%
3 Months  
+2.44%
YTD  
+90.91%
1 Year  
+35.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.270
1M High / 1M Low: 0.490 0.230
6M High / 6M Low: 0.700 0.095
High (YTD): 8/23/2024 0.700
Low (YTD): 4/19/2024 0.085
52W High: 8/23/2024 0.700
52W Low: 4/19/2024 0.085
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   0.342
Avg. volume 6M:   0.000
Avg. price 1Y:   0.284
Avg. volume 1Y:   0.000
Volatility 1M:   216.00%
Volatility 6M:   208.01%
Volatility 1Y:   176.14%
Volatility 3Y:   -