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JP Morgan Call 52 CIS 17.01.2025/  DE000JL0HH56  /

EUWAX
11/8/2024  10:09:16 AM Chg.0.000 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.630EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 52.00 - 1/17/2025 Call
 

Master data

WKN: JL0HH5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.33
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.22
Implied volatility: 0.56
Historic volatility: 0.19
Parity: 0.22
Time value: 0.43
Break-even: 58.50
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.62
Theta: -0.04
Omega: 5.19
Rho: 0.05
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.66%
1 Month  
+142.31%
3 Months  
+472.73%
YTD  
+53.66%
1 Year  
+6.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.450
1M High / 1M Low: 0.630 0.320
6M High / 6M Low: 0.630 0.071
High (YTD): 11/8/2024 0.630
Low (YTD): 6/17/2024 0.071
52W High: 11/15/2023 0.640
52W Low: 6/17/2024 0.071
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.480
Avg. volume 1M:   0.000
Avg. price 6M:   0.202
Avg. volume 6M:   0.000
Avg. price 1Y:   0.267
Avg. volume 1Y:   5.952
Volatility 1M:   154.01%
Volatility 6M:   223.76%
Volatility 1Y:   188.75%
Volatility 3Y:   -