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JP Morgan Call 140 R66 17.01.2025/  DE000JL2EUT1  /

EUWAX
2024-07-30  10:54:29 AM Chg.-0.19 Bid2:45:08 PM Ask2:45:08 PM Underlying Strike price Expiration date Option type
1.50EUR -11.24% 1.70
Bid Size: 3,000		 1.77
Ask Size: 3,000		 PHILLIPS 66 D... 140.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.87
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.21
Parity: -1.02
Time value: 1.65
Break-even: 156.50
Moneyness: 0.93
Premium: 0.21
Premium p.a.: 0.49
Spread abs.: 0.09
Spread %: 5.77%
Delta: 0.51
Theta: -0.06
Omega: 4.05
Rho: 0.24
 

Quote data

Open: 1.50
High: 1.50
Low: 1.50
Previous Close: 1.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.46%
1 Month
  -13.29%
3 Months
  -44.24%
YTD
  -20.21%
1 Year  
+27.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.69 1.40
1M High / 1M Low: 1.80 1.26
6M High / 6M Low: 4.25 1.26
High (YTD): 2024-04-04 4.25
Low (YTD): 2024-07-10 1.26
52W High: 2024-04-04 4.25
52W Low: 2023-11-10 1.00
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.55
Avg. volume 1M:   0.00
Avg. price 6M:   2.37
Avg. volume 6M:   0.00
Avg. price 1Y:   1.93
Avg. volume 1Y:   0.00
Volatility 1M:   114.24%
Volatility 6M:   92.49%
Volatility 1Y:   90.73%
Volatility 3Y:   -