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JP Morgan Call 460 DCO 17.01.2025/  DE000JL09CY0  /

EUWAX
2024-08-01  9:53:09 AM Chg.0.000 Bid11:33:04 AM Ask11:33:04 AM Underlying Strike price Expiration date Option type
0.055EUR 0.00% 0.057
Bid Size: 50,000		 0.067
Ask Size: 50,000		 DEERE CO. ... 460.00 - 2025-01-17 Call
 

Master data

WKN: JL09CY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 52.07
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.21
Parity: -1.16
Time value: 0.07
Break-even: 466.60
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.94
Spread abs.: 0.01
Spread %: 17.86%
Delta: 0.16
Theta: -0.07
Omega: 8.49
Rho: 0.23
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.84%
1 Month  
+1.85%
3 Months
  -69.44%
YTD
  -81.03%
1 Year
  -90.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.079 0.051
1M High / 1M Low: 0.079 0.026
6M High / 6M Low: 0.240 0.026
High (YTD): 2024-01-02 0.300
Low (YTD): 2024-07-10 0.026
52W High: 2023-08-09 0.640
52W Low: 2024-07-10 0.026
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.122
Avg. volume 6M:   31.496
Avg. price 1Y:   0.229
Avg. volume 1Y:   15.625
Volatility 1M:   299.37%
Volatility 6M:   194.63%
Volatility 1Y:   159.79%
Volatility 3Y:   -