OverviewChartNewsTraderScreen

JP Morgan Call 420 NTH 17.01.2025/  DE000JL9SLE7  /

EUWAX
13/08/2024  09:24:01 Chg.- Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.850EUR - -
Bid Size: -		 -
Ask Size: -		 NORTHROP GRUMMAN DL ... 420.00 - 17/01/2025 Call
 

Master data

WKN: JL9SLE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 17/01/2025
Issue date: 17/08/2023
Last trading day: 13/08/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.38
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.54
Implied volatility: 0.49
Historic volatility: 0.19
Parity: 0.54
Time value: 0.34
Break-even: 508.00
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 3.53%
Delta: 0.72
Theta: -0.20
Omega: 3.90
Rho: 0.97
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.780
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+19.72%
3 Months  
+77.08%
YTD  
+10.39%
1 Year  
+23.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.850 0.710
6M High / 6M Low: 0.850 0.300
High (YTD): 15/01/2024 0.890
Low (YTD): 10/07/2024 0.300
52W High: 18/10/2023 1.130
52W Low: 10/07/2024 0.300
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.780
Avg. volume 1M:   0.000
Avg. price 6M:   0.575
Avg. volume 6M:   0.000
Avg. price 1Y:   0.685
Avg. volume 1Y:   0.000
Volatility 1M:   97.29%
Volatility 6M:   107.31%
Volatility 1Y:   110.04%
Volatility 3Y:   -