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JP Morgan Call 135 R66 17.01.2025/  DE000JL2EUS3  /

EUWAX
30/07/2024  10:54:29 Chg.-0.21 Bid19:55:58 Ask19:55:58 Underlying Strike price Expiration date Option type
1.72EUR -10.88% 2.17
Bid Size: 50,000		 2.19
Ask Size: 50,000		 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: 6.90
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.21
Parity: -0.52
Time value: 1.88
Break-even: 153.80
Moneyness: 0.96
Premium: 0.19
Premium p.a.: 0.44
Spread abs.: 0.09
Spread %: 5.03%
Delta: 0.55
Theta: -0.06
Omega: 3.83
Rho: 0.25
 

Quote data

Open: 1.72
High: 1.72
Low: 1.72
Previous Close: 1.93
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.44%
1 Month
  -12.24%
3 Months
  -41.50%
YTD
  -17.31%
1 Year  
+30.30%
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): 04/04/2024 4.55
Low (YTD): 10/07/2024 1.46
52W High: 04/04/2024 4.55
52W Low: 10/11/2023 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:   -