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JP Morgan Call 150 iShares Nasdaq.../  DE000JL05WE8  /

EUWAX
7/10/2024  9:43:01 AM Chg.+0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.380EUR +2.70% -
Bid Size: -		 -
Ask Size: -		 - 150.00 - 1/17/2025 Call
 

Master data

WKN: JL05WE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 1/17/2025
Issue date: 4/13/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.32
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.15
Parity: -2.16
Time value: 0.47
Break-even: 154.70
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.43
Spread abs.: 0.08
Spread %: 20.51%
Delta: 0.30
Theta: -0.03
Omega: 8.17
Rho: 0.18
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month     0.00%
3 Months
  -20.83%
YTD
  -58.24%
1 Year
  -51.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.290
1M High / 1M Low: 0.480 0.290
6M High / 6M Low: 0.960 0.190
High (YTD): 1/9/2024 1.000
Low (YTD): 4/19/2024 0.190
52W High: 1/9/2024 1.000
52W Low: 4/19/2024 0.190
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   0.541
Avg. volume 6M:   15.748
Avg. price 1Y:   0.564
Avg. volume 1Y:   7.813
Volatility 1M:   180.27%
Volatility 6M:   152.42%
Volatility 1Y:   138.04%
Volatility 3Y:   -