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JP Morgan Call 50 DY6 17.01.2025/  DE000JL3KWS4  /

EUWAX
2024-06-28  9:24:10 AM Chg.+0.020 Bid1:56:12 PM Ask1:56:12 PM Underlying Strike price Expiration date Option type
0.290EUR +7.41% 0.290
Bid Size: 10,000		 0.310
Ask Size: 10,000		 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: 14.16
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: -0.61
Time value: 0.31
Break-even: 53.10
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.40
Theta: -0.01
Omega: 5.72
Rho: 0.08
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.00%
1 Month
  -23.68%
3 Months
  -42.00%
YTD
  -39.58%
1 Year
  -63.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.240
1M High / 1M Low: 0.390 0.240
6M High / 6M Low: 0.790 0.240
High (YTD): 2024-04-11 0.790
Low (YTD): 2024-06-24 0.240
52W High: 2023-07-31 1.110
52W Low: 2024-06-24 0.240
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.288
Avg. volume 1M:   0.000
Avg. price 6M:   0.413
Avg. volume 6M:   0.000
Avg. price 1Y:   0.577
Avg. volume 1Y:   0.000
Volatility 1M:   180.85%
Volatility 6M:   123.87%
Volatility 1Y:   115.90%
Volatility 3Y:   -