OverviewChartNewsTraderScreen

JP Morgan Call 45 DVN 21.03.2025/  DE000JB385J5  /

EUWAX
10/10/2024  12:46:49 Chg.+0.010 Bid17:40:35 Ask17:40:35 Underlying Strike price Expiration date Option type
0.250EUR +4.17% 0.270
Bid Size: 200,000		 0.280
Ask Size: 200,000		 Devon Energy Corp 45.00 USD 21/03/2025 Call
 

Master data

WKN: JB385J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Devon Energy Corp
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 21/03/2025
Issue date: 04/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.75
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.22
Parity: -0.28
Time value: 0.26
Break-even: 43.73
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.45
Theta: -0.01
Omega: 6.62
Rho: 0.06
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.58%
1 Month  
+13.64%
3 Months
  -48.98%
YTD
  -65.28%
1 Year
  -72.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.190
1M High / 1M Low: 0.280 0.130
6M High / 6M Low: 1.190 0.130
High (YTD): 11/04/2024 1.190
Low (YTD): 27/09/2024 0.130
52W High: 11/04/2024 1.190
52W Low: 27/09/2024 0.130
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   0.000
Avg. price 6M:   0.548
Avg. volume 6M:   0.000
Avg. price 1Y:   0.625
Avg. volume 1Y:   0.000
Volatility 1M:   233.05%
Volatility 6M:   149.81%
Volatility 1Y:   121.23%
Volatility 3Y:   -