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JP Morgan Call 150 PAYX 17.01.202.../  DE000JL1H5K2  /

EUWAX
13/11/2024  09:03:32 Chg.-0.050 Bid15:55:20 Ask15:55:20 Underlying Strike price Expiration date Option type
0.460EUR -9.80% 0.460
Bid Size: 50,000		 0.480
Ask Size: 50,000		 Paychex Inc 150.00 - 17/01/2025 Call
 

Master data

WKN: JL1H5K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Paychex Inc
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.30
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -1.06
Time value: 0.53
Break-even: 155.30
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.83
Spread abs.: 0.05
Spread %: 10.42%
Delta: 0.37
Theta: -0.07
Omega: 9.72
Rho: 0.08
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+76.92%
1 Month  
+142.11%
3 Months  
+434.88%
YTD  
+58.62%
1 Year  
+58.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.260
1M High / 1M Low: 0.510 0.170
6M High / 6M Low: 0.510 0.034
High (YTD): 12/11/2024 0.510
Low (YTD): 09/07/2024 0.034
52W High: 20/12/2023 0.620
52W Low: 09/07/2024 0.034
Avg. price 1W:   0.428
Avg. volume 1W:   0.000
Avg. price 1M:   0.273
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   0.203
Avg. volume 1Y:   0.000
Volatility 1M:   424.65%
Volatility 6M:   311.93%
Volatility 1Y:   252.27%
Volatility 3Y:   -