JP Morgan Call 140 R66 17.01.2025
/ DE000JL2EUT1
JP Morgan Call 140 R66 17.01.2025/ DE000JL2EUT1 /
| 30/07/2024 10:54:29 |
Chg.-0.19 |
Bid12:26:58 |
Ask12:26:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
-11.24% |
-
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: |
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): |
04/04/2024 |
4.25 |
| Low (YTD): |
10/07/2024 |
1.26 |
| 52W High: |
04/04/2024 |
4.25 |
| 52W Low: |
10/11/2023 |
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: |
|
- |
