JP Morgan Call 285 LOW 17.01.2025/  DE000JB60F18  /

EUWAX
2024-10-07  9:11:36 AM Chg.-0.130 Bid9:38:09 PM Ask9:38:09 PM Underlying Strike price Expiration date Option type
0.690EUR -15.85% 0.770
Bid Size: 50,000
0.790
Ask Size: 50,000
Lowes Companies Inc 285.00 USD 2025-01-17 Call
 

Master data

WKN: JB60F1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Lowes Companies Inc
Type: Warrant
Option type: Call
Strike price: 285.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.68
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -1.57
Time value: 0.67
Break-even: 266.44
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 4.29%
Delta: 0.35
Theta: -0.06
Omega: 12.97
Rho: 0.22
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month  
+165.38%
3 Months  
+693.10%
YTD  
+21.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.660
1M High / 1M Low: 0.880 0.280
6M High / 6M Low: 0.880 0.078
High (YTD): 2024-03-22 1.410
Low (YTD): 2024-07-08 0.078
52W High: - -
52W Low: - -
Avg. price 1W:   0.802
Avg. volume 1W:   0.000
Avg. price 1M:   0.550
Avg. volume 1M:   0.000
Avg. price 6M:   0.358
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.10%
Volatility 6M:   264.14%
Volatility 1Y:   -
Volatility 3Y:   -