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JP Morgan Call 85 2M6 17.01.2025/  DE000JL5K6Y2  /

EUWAX
7/5/2024  10:15:09 AM Chg.0.000 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.200EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 MEDTRONIC PLC DL-... 85.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.55
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.17
Parity: -1.34
Time value: 0.22
Break-even: 87.20
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.27
Theta: -0.01
Omega: 8.69
Rho: 0.09
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -51.22%
3 Months
  -70.15%
YTD
  -74.36%
1 Year
  -83.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.200
1M High / 1M Low: 0.490 0.200
6M High / 6M Low: 1.070 0.200
High (YTD): 1/31/2024 1.070
Low (YTD): 7/5/2024 0.200
52W High: 7/27/2023 1.320
52W Low: 7/5/2024 0.200
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.317
Avg. volume 1M:   0.000
Avg. price 6M:   0.625
Avg. volume 6M:   0.000
Avg. price 1Y:   0.711
Avg. volume 1Y:   0.000
Volatility 1M:   169.95%
Volatility 6M:   123.24%
Volatility 1Y:   109.79%
Volatility 3Y:   -