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JP Morgan Call 50 DAL 17.01.2025/  DE000JL5K5R8  /

EUWAX
02/08/2024  10:27:52 Chg.-0.040 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.130EUR -23.53% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 50.00 - 17/01/2025 Call
 

Master data

WKN: JL5K5R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.65
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.27
Parity: -1.15
Time value: 0.15
Break-even: 51.50
Moneyness: 0.77
Premium: 0.34
Premium p.a.: 0.88
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.25
Theta: -0.01
Omega: 6.45
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.00%
1 Month
  -62.86%
3 Months
  -80.00%
YTD
  -59.38%
1 Year
  -79.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.130
1M High / 1M Low: 0.380 0.130
6M High / 6M Low: 0.790 0.130
High (YTD): 15/05/2024 0.790
Low (YTD): 02/08/2024 0.130
52W High: 15/05/2024 0.790
52W Low: 02/08/2024 0.130
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.248
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   0.372
Avg. volume 1Y:   0.000
Volatility 1M:   304.17%
Volatility 6M:   175.57%
Volatility 1Y:   154.77%
Volatility 3Y:   -