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JP Morgan Call 60 NWT 20.06.2025/  DE000JL97W53  /

EUWAX
10/11/2024  8:24:48 AM Chg.0.000 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.420EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 WELLS FARGO + CO.DL ... 60.00 - 6/20/2025 Call
 

Master data

WKN: JL97W5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 6/20/2025
Issue date: 8/15/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.45
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -0.42
Time value: 0.59
Break-even: 65.90
Moneyness: 0.93
Premium: 0.18
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.50
Theta: -0.02
Omega: 4.73
Rho: 0.15
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.51%
1 Month  
+50.00%
3 Months
  -32.26%
YTD  
+23.53%
1 Year  
+200.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.390
1M High / 1M Low: 0.420 0.200
6M High / 6M Low: 0.850 0.200
High (YTD): 5/16/2024 0.850
Low (YTD): 9/13/2024 0.200
52W High: 5/16/2024 0.850
52W Low: 10/25/2023 0.120
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.329
Avg. volume 1M:   0.000
Avg. price 6M:   0.526
Avg. volume 6M:   0.000
Avg. price 1Y:   0.434
Avg. volume 1Y:   0.000
Volatility 1M:   233.22%
Volatility 6M:   167.14%
Volatility 1Y:   158.30%
Volatility 3Y:   -