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JP Morgan Call 320 E0P 17.01.2025/  DE000JL0ZS93  /

EUWAX
2024-08-01  9:53:38 AM Chg.+0.005 Bid9:42:22 PM Ask9:42:22 PM Underlying Strike price Expiration date Option type
0.037EUR +15.63% 0.027
Bid Size: 30,000		 0.087
Ask Size: 30,000		 ENPHASE ENERGY INC.D... 320.00 - 2025-01-17 Call
 

Master data

WKN: JL0ZS9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ENPHASE ENERGY INC.DL-,01
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.24
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.96
Historic volatility: 0.57
Parity: -21.37
Time value: 0.23
Break-even: 322.30
Moneyness: 0.33
Premium: 2.03
Premium p.a.: 9.96
Spread abs.: 0.20
Spread %: 576.47%
Delta: 0.09
Theta: -0.03
Omega: 4.20
Rho: 0.03
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.032
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.92%
1 Month  
+12.12%
3 Months
  -63.00%
YTD
  -93.62%
1 Year
  -97.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.032
1M High / 1M Low: 0.065 0.029
6M High / 6M Low: 0.520 0.029
High (YTD): 2024-01-02 0.560
Low (YTD): 2024-07-03 0.029
52W High: 2023-08-01 1.250
52W Low: 2024-07-03 0.029
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.159
Avg. volume 6M:   0.000
Avg. price 1Y:   0.303
Avg. volume 1Y:   0.000
Volatility 1M:   265.36%
Volatility 6M:   294.26%
Volatility 1Y:   256.33%
Volatility 3Y:   -