JP Morgan Call 135 R66 17.01.2025
/ DE000JL2EUS3
JP Morgan Call 135 R66 17.01.2025/ DE000JL2EUS3 /
| 09/10/2024 11:12:13 |
Chg.-0.26 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
PHILLIPS 66 D... |
135.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
17/04/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.22 |
| Parity: |
-1.44 |
| Time value: |
1.07 |
| Break-even: |
145.70 |
| Moneyness: |
0.89 |
| Premium: |
0.21 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.04 |
| Spread %: |
3.88% |
| Delta: |
0.44 |
| Theta: |
-0.08 |
| Omega: |
4.94 |
| Rho: |
0.12 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
+5.05% |
| 3 Months |
|
|
-35.00% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
-24.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.08 |
| 1M High / 1M Low: |
1.43 |
0.83 |
| 6M High / 6M Low: |
4.25 |
0.83 |
| High (YTD): |
04/04/2024 |
4.55 |
| Low (YTD): |
13/09/2024 |
0.83 |
| 52W High: |
04/04/2024 |
4.55 |
| 52W Low: |
13/09/2024 |
0.83 |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.06 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
167.50% |
| Volatility 6M: |
|
128.60% |
| Volatility 1Y: |
|
107.87% |
| Volatility 3Y: |
|
- |
