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JP Morgan Call 60 DVN 21.03.2025/  DE000JL5UUG7  /

EUWAX
7/31/2024  11:47:58 AM Chg.+0.016 Bid6:22:41 PM Ask6:22:41 PM Underlying Strike price Expiration date Option type
0.089EUR +21.92% 0.097
Bid Size: 125,000		 0.110
Ask Size: 125,000		 Devon Energy Corp 60.00 USD 3/21/2025 Call
 

Master data

WKN: JL5UUG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Devon Energy Corp
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 3/21/2025
Issue date: 7/3/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.84
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -1.28
Time value: 0.13
Break-even: 56.78
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.56
Spread abs.: 0.05
Spread %: 60.49%
Delta: 0.22
Theta: -0.01
Omega: 7.34
Rho: 0.05
 

Quote data

Open: 0.089
High: 0.089
Low: 0.089
Previous Close: 0.073
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.25%
1 Month
  -25.83%
3 Months
  -78.29%
YTD
  -68.21%
1 Year
  -88.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.070
1M High / 1M Low: 0.130 0.070
6M High / 6M Low: 0.500 0.070
High (YTD): 4/11/2024 0.500
Low (YTD): 7/25/2024 0.070
52W High: 7/31/2023 0.770
52W Low: 7/25/2024 0.070
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   0.211
Avg. volume 6M:   0.000
Avg. price 1Y:   0.318
Avg. volume 1Y:   1.581
Volatility 1M:   183.46%
Volatility 6M:   152.44%
Volatility 1Y:   133.61%
Volatility 3Y:   -