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JP Morgan Call 50 DVN 21.03.2025/  DE000JL5UUE2  /

EUWAX
11/15/2024  11:39:57 AM Chg.-0.007 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.040EUR -14.89% -
Bid Size: -		 -
Ask Size: -		 Devon Energy Corp 50.00 USD 3/21/2025 Call
 

Master data

WKN: JL5UUE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Devon Energy Corp
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 3/21/2025
Issue date: 7/3/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 68.70
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.22
Parity: -1.10
Time value: 0.05
Break-even: 48.03
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 1.22
Spread abs.: 0.02
Spread %: 55.56%
Delta: 0.14
Theta: -0.01
Omega: 9.92
Rho: 0.02
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.047
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -50.62%
3 Months
  -81.82%
YTD
  -92.45%
1 Year
  -92.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.036
1M High / 1M Low: 0.081 0.036
6M High / 6M Low: 0.500 0.036
High (YTD): 4/11/2024 0.900
Low (YTD): 11/13/2024 0.036
52W High: 4/11/2024 0.900
52W Low: 11/13/2024 0.036
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   0.366
Avg. volume 1Y:   179.462
Volatility 1M:   263.56%
Volatility 6M:   215.76%
Volatility 1Y:   165.26%
Volatility 3Y:   -