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JP Morgan Call 130 R66 17.01.2025/  DE000JL2EUR5  /

EUWAX
11/11/2024  11:05:50 Chg.-0.030 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.620EUR -4.62% -
Bid Size: -		 -
Ask Size: -		 PHILLIPS 66 D... 130.00 - 17/01/2025 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: 17/01/2025
Issue date: 17/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.62
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.23
Parity: -1.20
Time value: 0.71
Break-even: 137.10
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 1.26
Spread abs.: 0.04
Spread %: 5.97%
Delta: 0.40
Theta: -0.09
Omega: 6.64
Rho: 0.07
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.90%
1 Month
  -56.03%
3 Months
  -64.57%
YTD
  -72.81%
1 Year
  -52.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.530
1M High / 1M Low: 1.410 0.530
6M High / 6M Low: 2.810 0.530
High (YTD): 04/04/2024 4.860
Low (YTD): 05/11/2024 0.530
52W High: 04/04/2024 4.860
52W Low: 05/11/2024 0.530
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   0.943
Avg. volume 1M:   0.000
Avg. price 6M:   1.707
Avg. volume 6M:   0.000
Avg. price 1Y:   2.246
Avg. volume 1Y:   0.000
Volatility 1M:   168.31%
Volatility 6M:   132.13%
Volatility 1Y:   110.63%
Volatility 3Y:   -