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JP Morgan Call 26 PHI1 20.12.2024/  DE000JL2H7F7  /

EUWAX
2024-11-15  8:18:10 AM Chg.-0.004 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.030EUR -11.76% -
Bid Size: -		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 26.00 - 2024-12-20 Call
 

Master data

WKN: JL2H7F
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 2024-12-20
Issue date: 2023-04-25
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.59
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.42
Parity: -0.14
Time value: 0.08
Break-even: 26.83
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 1.58
Spread abs.: 0.05
Spread %: 151.52%
Delta: 0.38
Theta: -0.02
Omega: 11.12
Rho: 0.01
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.034
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.18%
1 Month
  -92.50%
3 Months
  -86.36%
YTD
  -75.00%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.030
1M High / 1M Low: 0.430 0.030
6M High / 6M Low: 0.430 0.030
High (YTD): 2024-10-25 0.430
Low (YTD): 2024-04-19 0.021
52W High: 2024-10-25 0.430
52W Low: 2024-04-19 0.021
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.173
Avg. volume 1M:   0.000
Avg. price 6M:   0.212
Avg. volume 6M:   0.000
Avg. price 1Y:   0.144
Avg. volume 1Y:   0.000
Volatility 1M:   403.85%
Volatility 6M:   246.85%
Volatility 1Y:   870.93%
Volatility 3Y:   -