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JP Morgan Call 38 BAC 17.01.2025/  DE000JL1TGL7  /

EUWAX
11/6/2024  10:50:45 AM Chg.- Bid8:39:35 AM Ask8:39:35 AM Underlying Strike price Expiration date Option type
0.410EUR - 0.370
Bid Size: 50,000		 0.380
Ask Size: 50,000		 VERIZON COMM. INC. D... 38.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/21/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.65
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.04
Implied volatility: 0.49
Historic volatility: 0.19
Parity: 0.04
Time value: 0.32
Break-even: 41.60
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.57
Theta: -0.02
Omega: 6.08
Rho: 0.04
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.89%
1 Month
  -28.07%
3 Months  
+13.89%
YTD  
+46.43%
1 Year  
+57.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.360
1M High / 1M Low: 0.620 0.360
6M High / 6M Low: 0.660 0.260
High (YTD): 10/2/2024 0.660
Low (YTD): 7/24/2024 0.260
52W High: 10/2/2024 0.660
52W Low: 11/13/2023 0.230
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.497
Avg. volume 1M:   0.000
Avg. price 6M:   0.424
Avg. volume 6M:   0.000
Avg. price 1Y:   0.405
Avg. volume 1Y:   3.984
Volatility 1M:   187.29%
Volatility 6M:   143.15%
Volatility 1Y:   132.39%
Volatility 3Y:   -