JP Morgan Call 125 R66 17.01.2025
/ DE000JL2CUS7
JP Morgan Call 125 R66 17.01.2025/ DE000JL2CUS7 /
| 01/07/2024 10:46:23 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PHILLIPS 66 D... |
125.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL2CUS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PHILLIPS 66 DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
17/04/2023 |
| Last trading day: |
02/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.22 |
| Parity: |
1.11 |
| Time value: |
1.47 |
| Break-even: |
150.80 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.08 |
| Spread %: |
3.20% |
| Delta: |
0.68 |
| Theta: |
-0.06 |
| Omega: |
3.58 |
| Rho: |
0.31 |
Quote data
| Open: |
2.55 |
| High: |
2.55 |
| Low: |
2.55 |
| Previous Close: |
2.47 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.24% |
| 3 Months |
|
|
-27.14% |
| YTD |
|
|
+2.00% |
| 1 Year |
|
|
+54.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.55 |
2.55 |
| 6M High / 6M Low: |
5.19 |
2.22 |
| High (YTD): |
04/04/2024 |
5.19 |
| Low (YTD): |
18/01/2024 |
2.16 |
| 52W High: |
04/04/2024 |
5.19 |
| 52W Low: |
09/11/2023 |
1.45 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.59 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
78.85% |
| Volatility 1Y: |
|
77.26% |
| Volatility 3Y: |
|
- |
