OverviewChartNewsTraderScreen

JP Morgan Call 135 ABL 17.01.2025/  DE000JL03GH9  /

EUWAX
8/2/2024  8:56:39 AM Chg.+0.037 Bid9:08:55 PM Ask9:08:55 PM Underlying Strike price Expiration date Option type
0.086EUR +75.51% 0.100
Bid Size: 75,000		 0.110
Ask Size: 75,000		 ABBOTT LABS 135.00 - 1/17/2025 Call
 

Master data

WKN: JL03GH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 1/17/2025
Issue date: 4/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 92.84
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.17
Parity: -3.29
Time value: 0.11
Break-even: 136.10
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.87
Spread abs.: 0.02
Spread %: 22.22%
Delta: 0.12
Theta: -0.01
Omega: 10.91
Rho: 0.05
 

Quote data

Open: 0.086
High: 0.086
Low: 0.086
Previous Close: 0.049
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.88%
1 Month  
+145.71%
3 Months  
+2.38%
YTD
  -73.94%
1 Year
  -82.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.020
1M High / 1M Low: 0.066 0.020
6M High / 6M Low: 0.510 0.020
High (YTD): 2/29/2024 0.510
Low (YTD): 7/29/2024 0.020
52W High: 2/29/2024 0.510
52W Low: 7/29/2024 0.020
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   0.000
Avg. price 1Y:   0.215
Avg. volume 1Y:   0.000
Volatility 1M:   680.14%
Volatility 6M:   350.62%
Volatility 1Y:   263.33%
Volatility 3Y:   -