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JP Morgan Call 55 DVN 21.03.2025/  DE000JL5UUF9  /

EUWAX
2024-07-31  11:47:58 AM Chg.+0.030 Bid3:37:47 PM Ask3:37:47 PM Underlying Strike price Expiration date Option type
0.170EUR +21.43% 0.180
Bid Size: 150,000		 0.190
Ask Size: 150,000		 Devon Energy Corp 55.00 USD 2025-03-21 Call
 

Master data

WKN: JL5UUF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Devon Energy Corp
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2025-03-21
Issue date: 2023-07-03
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.30
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -0.82
Time value: 0.18
Break-even: 52.61
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 26.67%
Delta: 0.30
Theta: -0.01
Omega: 7.38
Rho: 0.07
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month
  -19.05%
3 Months
  -70.18%
YTD
  -56.41%
1 Year
  -81.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.230 0.140
6M High / 6M Low: 0.670 0.140
High (YTD): 2024-04-11 0.670
Low (YTD): 2024-07-30 0.140
52W High: 2023-07-31 0.940
52W Low: 2024-07-30 0.140
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.315
Avg. volume 6M:   0.000
Avg. price 1Y:   0.431
Avg. volume 1Y:   0.000
Volatility 1M:   160.13%
Volatility 6M:   127.05%
Volatility 1Y:   114.63%
Volatility 3Y:   -