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JP Morgan Call 60 DAL 17.01.2025/  DE000JL7FQP3  /

EUWAX
2024-08-02  10:22:35 AM Chg.-0.008 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.034EUR -19.05% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 60.00 - 2025-01-17 Call
 

Master data

WKN: JL7FQP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-06-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 81.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.27
Parity: -2.15
Time value: 0.05
Break-even: 60.47
Moneyness: 0.64
Premium: 0.57
Premium p.a.: 1.67
Spread abs.: 0.01
Spread %: 27.03%
Delta: 0.10
Theta: -0.01
Omega: 8.03
Rho: 0.02
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.62%
1 Month
  -71.67%
3 Months
  -86.92%
YTD
  -75.71%
1 Year
  -91.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.042
1M High / 1M Low: 0.130 0.039
6M High / 6M Low: 0.360 0.039
High (YTD): 2024-05-15 0.360
Low (YTD): 2024-07-16 0.039
52W High: 2023-08-08 0.430
52W Low: 2024-07-16 0.039
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.164
Avg. volume 6M:   0.000
Avg. price 1Y:   0.160
Avg. volume 1Y:   0.000
Volatility 1M:   363.90%
Volatility 6M:   226.90%
Volatility 1Y:   197.14%
Volatility 3Y:   -