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JP Morgan Call 135 R66 17.01.2025/  DE000JL2EUS3  /

EUWAX
11/12/2024  10:28:16 AM Chg.+0.090 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.530EUR +20.45% -
Bid Size: -		 -
Ask Size: -		 PHILLIPS 66 D... 135.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/17/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.05
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.24
Parity: -1.50
Time value: 0.57
Break-even: 140.70
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 1.41
Spread abs.: 0.04
Spread %: 7.55%
Delta: 0.35
Theta: -0.08
Omega: 7.39
Rho: 0.07
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.47%
1 Month
  -54.70%
3 Months
  -64.90%
YTD
  -74.52%
1 Year
  -53.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.380
1M High / 1M Low: 1.140 0.380
6M High / 6M Low: 2.550 0.380
High (YTD): 4/4/2024 4.550
Low (YTD): 11/5/2024 0.380
52W High: 4/4/2024 4.550
52W Low: 11/5/2024 0.380
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.703
Avg. volume 1M:   0.000
Avg. price 6M:   1.468
Avg. volume 6M:   0.000
Avg. price 1Y:   2.008
Avg. volume 1Y:   0.000
Volatility 1M:   193.08%
Volatility 6M:   146.39%
Volatility 1Y:   120.93%
Volatility 3Y:   -