JP Morgan Call 135 R66 17.01.2025
/ DE000JL2EUS3
JP Morgan Call 135 R66 17.01.2025/ DE000JL2EUS3 /
| 2024-07-29 10:47:10 AM |
Chg.+0.02 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
+1.05% |
-
Bid Size: - |
-
Ask Size: - |
PHILLIPS 66 D... |
135.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL2EUS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PHILLIPS 66 DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.21 |
| Parity: |
-0.40 |
| Time value: |
1.99 |
| Break-even: |
154.90 |
| Moneyness: |
0.97 |
| Premium: |
0.18 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.09 |
| Spread %: |
4.74% |
| Delta: |
0.57 |
| Theta: |
-0.06 |
| Omega: |
3.73 |
| Rho: |
0.26 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
1.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.22% |
| 1 Month |
|
|
-1.53% |
| 3 Months |
|
|
-34.35% |
| YTD |
|
|
-7.21% |
| 1 Year |
|
|
+46.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.61 |
| 1M High / 1M Low: |
2.03 |
1.46 |
| 6M High / 6M Low: |
4.55 |
1.46 |
| High (YTD): |
2024-04-04 |
4.55 |
| Low (YTD): |
2024-07-10 |
1.46 |
| 52W High: |
2024-04-04 |
4.55 |
| 52W Low: |
2023-11-10 |
1.14 |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.13 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
107.53% |
| Volatility 6M: |
|
87.64% |
| Volatility 1Y: |
|
86.10% |
| Volatility 3Y: |
|
- |
