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JP Morgan Call 130 R66 17.01.2025/  DE000JL2EUR5  /

EUWAX
2024-07-29  10:47:09 AM Chg.+0.03 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
2.19EUR +1.39% -
Bid Size: -		 -
Ask Size: -		 PHILLIPS 66 D... 130.00 - 2025-01-17 Call
 

Master data

WKN: JL2EUR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PHILLIPS 66 DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.82
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.10
Implied volatility: 0.59
Historic volatility: 0.21
Parity: 0.10
Time value: 2.15
Break-even: 152.50
Moneyness: 1.01
Premium: 0.16
Premium p.a.: 0.38
Spread abs.: 0.09
Spread %: 4.17%
Delta: 0.60
Theta: -0.07
Omega: 3.52
Rho: 0.27
 

Quote data

Open: 2.19
High: 2.19
Low: 2.19
Previous Close: 2.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.89%
1 Month
  -0.45%
3 Months
  -32.20%
YTD
  -3.95%
1 Year  
+48.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.16 1.85
1M High / 1M Low: 2.28 1.68
6M High / 6M Low: 4.86 1.68
High (YTD): 2024-04-04 4.86
Low (YTD): 2024-07-10 1.68
52W High: 2024-04-04 4.86
52W Low: 2023-11-09 1.29
Avg. price 1W:   1.98
Avg. volume 1W:   0.00
Avg. price 1M:   2.01
Avg. volume 1M:   0.00
Avg. price 6M:   2.87
Avg. volume 6M:   0.00
Avg. price 1Y:   2.34
Avg. volume 1Y:   0.00
Volatility 1M:   101.15%
Volatility 6M:   83.93%
Volatility 1Y:   81.55%
Volatility 3Y:   -