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JP Morgan Call 50 DY6 17.01.2025/  DE000JL3KWS4  /

EUWAX
2024-08-01  9:22:39 AM Chg.+0.010 Bid4:36:14 PM Ask4:36:14 PM Underlying Strike price Expiration date Option type
0.250EUR +4.17% 0.210
Bid Size: 150,000		 0.220
Ask Size: 150,000		 DEVON ENERGY CORP. D... 50.00 - 2025-01-17 Call
 

Master data

WKN: JL3KWS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-05-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.09
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.23
Parity: -0.65
Time value: 0.27
Break-even: 52.70
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.38
Theta: -0.01
Omega: 6.07
Rho: 0.06
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.58%
1 Month
  -19.35%
3 Months
  -63.77%
YTD
  -47.92%
1 Year
  -76.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.310 0.190
6M High / 6M Low: 0.790 0.190
High (YTD): 2024-04-11 0.790
Low (YTD): 2024-07-30 0.190
52W High: 2023-09-05 1.090
52W Low: 2024-07-30 0.190
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.392
Avg. volume 6M:   0.000
Avg. price 1Y:   0.517
Avg. volume 1Y:   0.000
Volatility 1M:   194.27%
Volatility 6M:   140.94%
Volatility 1Y:   125.76%
Volatility 3Y:   -