JP Morgan Call 15 J5A 17.01.2025/  DE000JL0BR50  /

EUWAX
9/13/2024  8:53:49 AM Chg.+0.004 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.012EUR +50.00% -
Bid Size: -
-
Ask Size: -
WB DISCOVERY SER.A D... 15.00 - 1/17/2025 Call
 

Master data

WKN: JL0BR5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WB DISCOVERY SER.A DL-,01
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.45
Parity: -0.81
Time value: 0.02
Break-even: 15.22
Moneyness: 0.46
Premium: 1.20
Premium p.a.: 8.83
Spread abs.: 0.01
Spread %: 83.33%
Delta: 0.14
Theta: 0.00
Omega: 4.39
Rho: 0.00
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+33.33%
3 Months
  -52.00%
YTD
  -93.68%
1 Year
  -94.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.008
1M High / 1M Low: 0.015 0.008
6M High / 6M Low: 0.066 0.008
High (YTD): 1/2/2024 0.190
Low (YTD): 9/12/2024 0.008
52W High: 9/21/2023 0.240
52W Low: 9/12/2024 0.008
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.029
Avg. volume 6M:   0.000
Avg. price 1Y:   0.091
Avg. volume 1Y:   4.340
Volatility 1M:   216.26%
Volatility 6M:   175.25%
Volatility 1Y:   162.26%
Volatility 3Y:   -