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JP Morgan Call 38 BAC 17.01.2025/  DE000JL1TGL7  /

EUWAX
04/10/2024  11:12:56 Chg.-0.040 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.610EUR -6.15% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 38.00 - 17/01/2025 Call
 

Master data

WKN: JL1TGL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 17/01/2025
Issue date: 21/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.61
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.23
Implied volatility: 0.56
Historic volatility: 0.20
Parity: 0.23
Time value: 0.38
Break-even: 44.10
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.65
Theta: -0.02
Omega: 4.29
Rho: 0.06
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.17%
1 Month  
+24.49%
3 Months  
+52.50%
YTD  
+117.86%
1 Year  
+408.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.630
1M High / 1M Low: 0.660 0.370
6M High / 6M Low: 0.660 0.260
High (YTD): 02/10/2024 0.660
Low (YTD): 24/07/2024 0.260
52W High: 02/10/2024 0.660
52W Low: 13/10/2023 0.110
Avg. price 1W:   0.642
Avg. volume 1W:   0.000
Avg. price 1M:   0.560
Avg. volume 1M:   0.000
Avg. price 6M:   0.407
Avg. volume 6M:   0.000
Avg. price 1Y:   0.374
Avg. volume 1Y:   3.953
Volatility 1M:   143.74%
Volatility 6M:   135.72%
Volatility 1Y:   141.50%
Volatility 3Y:   -