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JP Morgan Call 46 FPMB 17.01.2025/  DE000JL025L1  /

EUWAX
06/11/2024  09:48:17 Chg.+0.050 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.410EUR +13.89% -
Bid Size: -		 -
Ask Size: -		 FREEPORT-MCMORAN INC... 46.00 - 17/01/2025 Call
 

Master data

WKN: JL025L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FREEPORT-MCMORAN INC.
Type: Warrant
Option type: Call
Strike price: 46.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.31
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.32
Parity: -0.30
Time value: 0.38
Break-even: 49.80
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 1.11
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.47
Theta: -0.04
Omega: 5.33
Rho: 0.03
 

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  
+13.89%
1 Month
  -31.67%
3 Months  
+32.26%
YTD
  -31.67%
1 Year  
+24.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.290
1M High / 1M Low: 0.630 0.290
6M High / 6M Low: 1.180 0.180
High (YTD): 20/05/2024 1.180
Low (YTD): 10/09/2024 0.180
52W High: 20/05/2024 1.180
52W Low: 10/09/2024 0.180
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.442
Avg. volume 1M:   0.000
Avg. price 6M:   0.574
Avg. volume 6M:   0.000
Avg. price 1Y:   0.540
Avg. volume 1Y:   0.000
Volatility 1M:   170.27%
Volatility 6M:   180.73%
Volatility 1Y:   167.26%
Volatility 3Y:   -