JP Morgan Call 140 R66 17.01.2025
/ DE000JL2EUT1
JP Morgan Call 140 R66 17.01.2025/ DE000JL2EUT1 /
| 15/07/2024 10:56:28 |
Chg.- |
Bid09:24:27 |
Ask09:24:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
- |
1.57
Bid Size: 3,000 |
1.66
Ask Size: 3,000 |
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: |
7.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.21 |
| Parity: |
-1.26 |
| Time value: |
1.61 |
| Break-even: |
156.10 |
| Moneyness: |
0.91 |
| Premium: |
0.23 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.09 |
| Spread %: |
5.92% |
| Delta: |
0.50 |
| Theta: |
-0.06 |
| Omega: |
3.97 |
| Rho: |
0.24 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.56 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.23% |
| 1 Month |
|
|
-4.88% |
| 3 Months |
|
|
-54.91% |
| YTD |
|
|
-17.02% |
| 1 Year |
|
|
+110.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.26 |
| 1M High / 1M Low: |
1.80 |
1.26 |
| 6M High / 6M Low: |
4.25 |
1.26 |
| High (YTD): |
04/04/2024 |
4.25 |
| Low (YTD): |
10/07/2024 |
1.26 |
| 52W High: |
04/04/2024 |
4.25 |
| 52W Low: |
17/07/2023 |
0.70 |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.90 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
90.89% |
| Volatility 6M: |
|
91.37% |
| Volatility 1Y: |
|
90.69% |
| Volatility 3Y: |
|
- |
