JP Morgan Call 15 J5A 17.01.2025
/ DE000JL0BR50
JP Morgan Call 15 J5A 17.01.2025/ DE000JL0BR50 /
16/08/2024 08:49:27 |
Chg.+0.001 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.011EUR |
+10.00% |
- Bid Size: - |
- Ask Size: - |
WB DISCOVERY SER.A D... |
15.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
12/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.89 |
Historic volatility: |
0.45 |
Parity: |
-0.83 |
Time value: |
0.02 |
Break-even: |
15.22 |
Moneyness: |
0.45 |
Premium: |
1.27 |
Premium p.a.: |
6.03 |
Spread abs.: |
0.01 |
Spread %: |
83.33% |
Delta: |
0.14 |
Theta: |
0.00 |
Omega: |
4.29 |
Rho: |
0.00 |
Quote data
Open: |
0.011 |
High: |
0.011 |
Low: |
0.011 |
Previous Close: |
0.010 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.38% |
1 Month |
|
|
-45.00% |
3 Months |
|
|
-67.65% |
YTD |
|
|
-94.21% |
1 Year |
|
|
-96.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.013 |
0.009 |
1M High / 1M Low: |
0.032 |
0.009 |
6M High / 6M Low: |
0.110 |
0.009 |
High (YTD): |
02/01/2024 |
0.190 |
Low (YTD): |
13/08/2024 |
0.009 |
52W High: |
21/08/2023 |
0.330 |
52W Low: |
13/08/2024 |
0.009 |
Avg. price 1W: |
|
0.011 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.038 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.111 |
Avg. volume 1Y: |
|
13.020 |
Volatility 1M: |
|
293.90% |
Volatility 6M: |
|
175.28% |
Volatility 1Y: |
|
158.02% |
Volatility 3Y: |
|
- |