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JP Morgan Call 135 R66 17.01.2025/  DE000JL2EUS3  /

EUWAX
2024-07-05  10:22:32 AM Chg.+0.03 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.92EUR +1.59% -
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: 6.90
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.21
Parity: -0.73
Time value: 1.85
Break-even: 153.50
Moneyness: 0.95
Premium: 0.20
Premium p.a.: 0.41
Spread abs.: 0.07
Spread %: 3.93%
Delta: 0.54
Theta: -0.06
Omega: 3.76
Rho: 0.27
 

Quote data

Open: 1.92
High: 1.92
Low: 1.92
Previous Close: 1.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.04%
1 Month  
+0.52%
3 Months
  -56.26%
YTD
  -7.69%
1 Year  
+152.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.03 1.89
1M High / 1M Low: 2.03 1.75
6M High / 6M Low: 4.55 1.75
High (YTD): 2024-04-04 4.55
Low (YTD): 2024-06-19 1.75
52W High: 2024-04-04 4.55
52W Low: 2023-07-07 0.76
Avg. price 1W:   1.94
Avg. volume 1W:   0.00
Avg. price 1M:   1.89
Avg. volume 1M:   0.00
Avg. price 6M:   2.64
Avg. volume 6M:   0.00
Avg. price 1Y:   2.08
Avg. volume 1Y:   0.00
Volatility 1M:   66.72%
Volatility 6M:   84.37%
Volatility 1Y:   86.14%
Volatility 3Y:   -