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JP Morgan Call 140 iShares Nasdaq.../  DE000JL05WG3  /

EUWAX
9/11/2024  9:48:29 AM Chg.-0.01 Bid5:12:04 PM Ask5:12:04 PM Underlying Strike price Expiration date Option type
1.05EUR -0.94% 1.01
Bid Size: 50,000		 1.03
Ask Size: 50,000		 - 140.00 - 1/17/2025 Call
 

Master data

WKN: JL05WG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 1/17/2025
Issue date: 4/13/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.64
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.16
Parity: -0.85
Time value: 1.13
Break-even: 151.30
Moneyness: 0.94
Premium: 0.15
Premium p.a.: 0.49
Spread abs.: 0.05
Spread %: 4.63%
Delta: 0.48
Theta: -0.06
Omega: 5.58
Rho: 0.18
 

Quote data

Open: 1.05
High: 1.05
Low: 1.05
Previous Close: 1.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month
  -1.87%
3 Months  
+32.91%
YTD
  -22.79%
1 Year  
+0.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.14 0.98
1M High / 1M Low: 1.32 0.98
6M High / 6M Low: 1.46 0.41
High (YTD): 1/9/2024 1.47
Low (YTD): 4/19/2024 0.41
52W High: 1/9/2024 1.47
52W Low: 4/19/2024 0.41
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   1.17
Avg. volume 1M:   0.00
Avg. price 6M:   0.92
Avg. volume 6M:   0.00
Avg. price 1Y:   0.93
Avg. volume 1Y:   0.00
Volatility 1M:   113.87%
Volatility 6M:   142.57%
Volatility 1Y:   128.38%
Volatility 3Y:   -