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JP Morgan Call 85 2M6 17.01.2025/  DE000JL5K6Y2  /

EUWAX
2024-07-30  10:43:37 AM Chg.+0.040 Bid4:18:12 PM Ask4:18:12 PM Underlying Strike price Expiration date Option type
0.300EUR +15.38% 0.320
Bid Size: 125,000		 0.330
Ask Size: 125,000		 MEDTRONIC PLC DL-... 85.00 - 2025-01-17 Call
 

Master data

WKN: JL5K6Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MEDTRONIC PLC DL-,0001
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.85
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.17
Parity: -1.11
Time value: 0.31
Break-even: 88.10
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.33
Theta: -0.02
Omega: 7.80
Rho: 0.10
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month  
+15.38%
3 Months
  -36.17%
YTD
  -61.54%
1 Year
  -77.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.260
1M High / 1M Low: 0.350 0.180
6M High / 6M Low: 1.070 0.180
High (YTD): 2024-01-31 1.070
Low (YTD): 2024-07-16 0.180
52W High: 2023-08-01 1.260
52W Low: 2024-07-16 0.180
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   0.535
Avg. volume 6M:   0.000
Avg. price 1Y:   0.648
Avg. volume 1Y:   0.000
Volatility 1M:   295.65%
Volatility 6M:   161.54%
Volatility 1Y:   132.47%
Volatility 3Y:   -