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JP Morgan Call 155 FI 17.01.2025/  DE000JL05GW3  /

EUWAX
2024-07-10  9:59:44 AM Chg.0.000 Bid2024-07-10 Ask2024-07-10 Underlying Strike price Expiration date Option type
0.920EUR 0.00% 0.920
Bid Size: 3,000		 1.000
Ask Size: 3,000		 Fiserv 155.00 USD 2025-01-17 Call
 

Master data

WKN: JL05GW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Fiserv
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.11
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.15
Parity: -0.36
Time value: 0.99
Break-even: 153.23
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.08
Spread %: 8.79%
Delta: 0.52
Theta: -0.03
Omega: 7.38
Rho: 0.33
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.920
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.84%
1 Month
  -8.91%
3 Months
  -37.42%
YTD  
+37.31%
1 Year  
+5.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.790
1M High / 1M Low: 1.010 0.710
6M High / 6M Low: 1.730 0.710
High (YTD): 2024-03-28 1.730
Low (YTD): 2024-01-03 0.600
52W High: 2024-03-28 1.730
52W Low: 2023-10-23 0.280
Avg. price 1W:   0.838
Avg. volume 1W:   0.000
Avg. price 1M:   0.865
Avg. volume 1M:   0.000
Avg. price 6M:   1.118
Avg. volume 6M:   0.000
Avg. price 1Y:   0.851
Avg. volume 1Y:   3.789
Volatility 1M:   103.86%
Volatility 6M:   129.56%
Volatility 1Y:   116.75%
Volatility 3Y:   -