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JP Morgan Call 140 R66 17.01.2025/  DE000JL2EUT1  /

EUWAX
2024-12-20  10:57:09 AM Chg.-0.012 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.014EUR -46.15% -
Bid Size: -		 -
Ask Size: -		 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: 96.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.24
Parity: -3.42
Time value: 0.11
Break-even: 141.10
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 47.83
Spread abs.: 0.09
Spread %: 340.00%
Delta: 0.11
Theta: -0.08
Omega: 10.72
Rho: 0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -89.23%
1 Month
  -97.14%
3 Months
  -98.35%
YTD
  -99.26%
1 Year
  -99.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.014
1M High / 1M Low: 0.600 0.014
6M High / 6M Low: 1.990 0.014
High (YTD): 2024-04-04 4.250
Low (YTD): 2024-12-20 0.014
52W High: 2024-04-04 4.250
52W Low: 2024-12-20 0.014
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.313
Avg. volume 1M:   0.000
Avg. price 6M:   0.914
Avg. volume 6M:   0.000
Avg. price 1Y:   1.664
Avg. volume 1Y:   0.000
Volatility 1M:   328.36%
Volatility 6M:   228.56%
Volatility 1Y:   173.81%
Volatility 3Y:   -