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JP Morgan Call 46 CIS 17.01.2025/  DE000JL2F6R6  /

EUWAX
03/09/2024  10:53:03 Chg.0.000 Bid13:10:25 Ask13:10:25 Underlying Strike price Expiration date Option type
0.510EUR 0.00% 0.500
Bid Size: 15,000		 0.520
Ask Size: 15,000		 CISCO SYSTEMS DL-... 46.00 - 17/01/2025 Call
 

Master data

WKN: JL2F6R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 46.00 -
Maturity: 17/01/2025
Issue date: 24/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.95
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.18
Parity: -0.03
Time value: 0.51
Break-even: 51.10
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 4.08%
Delta: 0.56
Theta: -0.02
Omega: 5.04
Rho: 0.08
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.77%
1 Month  
+34.21%
3 Months  
+50.00%
YTD
  -29.17%
1 Year
  -63.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.490
1M High / 1M Low: 0.530 0.250
6M High / 6M Low: 0.730 0.250
High (YTD): 26/01/2024 0.870
Low (YTD): 13/08/2024 0.250
52W High: 04/09/2023 1.420
52W Low: 13/08/2024 0.250
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.416
Avg. volume 1M:   0.000
Avg. price 6M:   0.441
Avg. volume 6M:   0.000
Avg. price 1Y:   0.649
Avg. volume 1Y:   0.000
Volatility 1M:   222.53%
Volatility 6M:   152.88%
Volatility 1Y:   126.85%
Volatility 3Y:   -