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JP Morgan Call 130 iShares Nasdaq.../  DE000JL05WD0  /

EUWAX
15/11/2024  09:32:59 Chg.-0.580 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.880EUR -39.73% -
Bid Size: -		 -
Ask Size: -		 - 130.00 - 17/01/2025 Call
 

Master data

WKN: JL05WD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 17/01/2025
Issue date: 13/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.67
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.17
Parity: -0.33
Time value: 1.00
Break-even: 140.00
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.80
Spread abs.: 0.09
Spread %: 9.89%
Delta: 0.51
Theta: -0.09
Omega: 6.42
Rho: 0.09
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 1.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.00%
1 Month
  -46.34%
3 Months
  -51.38%
YTD
  -53.68%
1 Year  
+3.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.000 0.880
1M High / 1M Low: 2.050 0.880
6M High / 6M Low: 2.180 0.880
High (YTD): 31/07/2024 2.180
Low (YTD): 19/04/2024 0.800
52W High: 31/07/2024 2.180
52W Low: 19/04/2024 0.800
Avg. price 1W:   1.468
Avg. volume 1W:   0.000
Avg. price 1M:   1.520
Avg. volume 1M:   0.000
Avg. price 6M:   1.634
Avg. volume 6M:   0.000
Avg. price 1Y:   1.565
Avg. volume 1Y:   0.000
Volatility 1M:   291.62%
Volatility 6M:   149.03%
Volatility 1Y:   123.10%
Volatility 3Y:   -