JP Morgan Call 140 R66 17.01.2025
/ DE000JL2EUT1
JP Morgan Call 140 R66 17.01.2025/ DE000JL2EUT1 /
14/08/2024 10:49:22 |
Chg.-0.10 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.18EUR |
-7.81% |
- Bid Size: - |
- Ask Size: - |
PHILLIPS 66 D... |
140.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL2EUT |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
PHILLIPS 66 DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 - |
Maturity: |
17/01/2025 |
Issue date: |
17/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.22 |
Parity: |
-1.75 |
Time value: |
1.23 |
Break-even: |
152.30 |
Moneyness: |
0.87 |
Premium: |
0.24 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.06 |
Spread %: |
5.13% |
Delta: |
0.45 |
Theta: |
-0.06 |
Omega: |
4.44 |
Rho: |
0.18 |
Quote data
Open: |
1.18 |
High: |
1.18 |
Low: |
1.18 |
Previous Close: |
1.28 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.84% |
1 Month |
|
|
-21.33% |
3 Months |
|
|
-44.86% |
YTD |
|
|
-37.23% |
1 Year |
|
|
-14.49% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.31 |
1.19 |
1M High / 1M Low: |
1.99 |
1.17 |
6M High / 6M Low: |
4.25 |
1.17 |
High (YTD): |
04/04/2024 |
4.25 |
Low (YTD): |
05/08/2024 |
1.17 |
52W High: |
04/04/2024 |
4.25 |
52W Low: |
10/11/2023 |
1.00 |
Avg. price 1W: |
|
1.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.48 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.28 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.93 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
186.32% |
Volatility 6M: |
|
113.30% |
Volatility 1Y: |
|
100.69% |
Volatility 3Y: |
|
- |