JP Morgan Call 130 R66 17.01.2025
/ DE000JL2EUR5
JP Morgan Call 130 R66 17.01.2025/ DE000JL2EUR5 /
30/07/2024 10:54:29 |
Chg.-0.22 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.97EUR |
-10.05% |
- 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: |
6.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.85 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.21 |
Parity: |
-0.02 |
Time value: |
2.13 |
Break-even: |
151.30 |
Moneyness: |
1.00 |
Premium: |
0.17 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.09 |
Spread %: |
4.41% |
Delta: |
0.59 |
Theta: |
-0.06 |
Omega: |
3.62 |
Rho: |
0.26 |
Quote data
Open: |
1.97 |
High: |
1.97 |
Low: |
1.97 |
Previous Close: |
2.19 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.43% |
1 Month |
|
|
-10.45% |
3 Months |
|
|
-38.63% |
YTD |
|
|
-13.60% |
1 Year |
|
|
+34.01% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.19 |
1.85 |
1M High / 1M Low: |
2.28 |
1.68 |
6M High / 6M Low: |
4.86 |
1.68 |
High (YTD): |
04/04/2024 |
4.86 |
Low (YTD): |
10/07/2024 |
1.68 |
52W High: |
04/04/2024 |
4.86 |
52W Low: |
09/11/2023 |
1.29 |
Avg. price 1W: |
|
2.03 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.02 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.86 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.34 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
98.59% |
Volatility 6M: |
|
83.38% |
Volatility 1Y: |
|
81.40% |
Volatility 3Y: |
|
- |