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JP Morgan Call 44 BAC 17.01.2025/  DE000JL1Z9Z0  /

EUWAX
05/07/2024  10:22:13 Chg.0.000 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.120EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 44.00 - 17/01/2025 Call
 

Master data

WKN: JL1Z9Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 17/01/2025
Issue date: 17/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.73
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -0.59
Time value: 0.12
Break-even: 45.20
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.29
Theta: -0.01
Omega: 9.16
Rho: 0.05
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -14.29%
3 Months
  -45.45%
YTD  
+9.09%
1 Year
  -20.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.140 0.077
6M High / 6M Low: 0.300 0.077
High (YTD): 01/02/2024 0.300
Low (YTD): 18/06/2024 0.077
52W High: 01/02/2024 0.300
52W Low: 12/10/2023 0.047
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.153
Avg. volume 6M:   0.000
Avg. price 1Y:   0.124
Avg. volume 1Y:   0.000
Volatility 1M:   179.83%
Volatility 6M:   191.46%
Volatility 1Y:   166.06%
Volatility 3Y:   -