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JP Morgan Call 65 DVN 21.03.2025/  DE000JL7VPR8  /

EUWAX
01/08/2024  11:26:53 Chg.+0.003 Bid15:40:11 Ask15:40:11 Underlying Strike price Expiration date Option type
0.052EUR +6.12% 0.050
Bid Size: 100,000		 0.065
Ask Size: 100,000		 Devon Energy Corp 65.00 USD 21/03/2025 Call
 

Master data

WKN: JL7VPR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Devon Energy Corp
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 21/03/2025
Issue date: 17/07/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.75
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: -1.66
Time value: 0.10
Break-even: 61.07
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.71
Spread abs.: 0.06
Spread %: 120.00%
Delta: 0.18
Theta: -0.01
Omega: 7.50
Rho: 0.04
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.049
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.57%
1 Month
  -25.71%
3 Months
  -80.74%
YTD
  -74.00%
1 Year
  -91.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.035
1M High / 1M Low: 0.072 0.035
6M High / 6M Low: 0.350 0.035
High (YTD): 11/04/2024 0.350
Low (YTD): 25/07/2024 0.035
52W High: 01/08/2023 0.620
52W Low: 25/07/2024 0.035
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.133
Avg. volume 6M:   0.000
Avg. price 1Y:   0.229
Avg. volume 1Y:   0.000
Volatility 1M:   214.39%
Volatility 6M:   161.42%
Volatility 1Y:   140.71%
Volatility 3Y:   -