JP Morgan Call 140 R66 17.01.2025
/ DE000JL2EUT1
JP Morgan Call 140 R66 17.01.2025/ DE000JL2EUT1 /
| 6/27/2024 12:22:40 PM |
Chg.+0.12 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
+7.41% |
-
Bid Size: - |
-
Ask Size: - |
PHILLIPS 66 D... |
140.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
4/17/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.21 |
| Parity: |
-0.91 |
| Time value: |
1.80 |
| Break-even: |
158.00 |
| Moneyness: |
0.93 |
| Premium: |
0.21 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.07 |
| Spread %: |
4.05% |
| Delta: |
0.53 |
| Theta: |
-0.06 |
| Omega: |
3.86 |
| Rho: |
0.29 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.26% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-43.51% |
| YTD |
|
|
-7.45% |
| 1 Year |
|
|
+185.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.55 |
| 1M High / 1M Low: |
2.04 |
1.53 |
| 6M High / 6M Low: |
4.25 |
1.53 |
| High (YTD): |
4/4/2024 |
4.25 |
| Low (YTD): |
6/19/2024 |
1.53 |
| 52W High: |
4/4/2024 |
4.25 |
| 52W Low: |
6/27/2023 |
0.61 |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
92.94% |
| Volatility 6M: |
|
89.07% |
| Volatility 1Y: |
|
90.16% |
| Volatility 3Y: |
|
- |
