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JP Morgan Call 135 R66 17.01.2025/  DE000JL2EUS3  /

EUWAX
11/11/2024  11:05:50 AM Chg.- Bid8:40:19 AM Ask8:40:19 AM Underlying Strike price Expiration date Option type
0.440EUR - 0.530
Bid Size: 3,000		 0.570
Ask Size: 3,000		 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: 22.70
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.23
Parity: -1.70
Time value: 0.52
Break-even: 140.20
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 1.55
Spread abs.: 0.04
Spread %: 8.33%
Delta: 0.33
Theta: -0.08
Omega: 7.46
Rho: 0.06
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.79%
1 Month
  -62.39%
3 Months
  -70.86%
YTD
  -78.85%
1 Year
  -61.40%
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:   -