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JP Morgan Call 50 DY6 20.06.2025/  DE000JB1ZYR6  /

EUWAX
2024-07-31  10:48:10 AM Chg.+0.040 Bid3:54:50 PM Ask3:54:50 PM Underlying Strike price Expiration date Option type
0.380EUR +11.76% 0.390
Bid Size: 150,000		 0.400
Ask Size: 150,000		 DEVON ENERGY CORP. D... 50.00 - 2025-06-20 Call
 

Master data

WKN: JB1ZYR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-06-20
Issue date: 2023-09-25
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.41
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -0.73
Time value: 0.41
Break-even: 54.10
Moneyness: 0.85
Premium: 0.27
Premium p.a.: 0.31
Spread abs.: 0.05
Spread %: 13.89%
Delta: 0.43
Theta: -0.01
Omega: 4.53
Rho: 0.13
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.57%
1 Month
  -15.56%
3 Months
  -57.30%
YTD
  -36.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.340
1M High / 1M Low: 0.480 0.340
6M High / 6M Low: 1.000 0.340
High (YTD): 2024-04-11 1.000
Low (YTD): 2024-07-30 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.413
Avg. volume 1M:   0.000
Avg. price 6M:   0.556
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.24%
Volatility 6M:   102.19%
Volatility 1Y:   -
Volatility 3Y:   -