OverviewChartNewsTraderScreen

JP Morgan Call 90 2M6 17.01.2025/  DE000JL69Q22  /

EUWAX
7/31/2024  10:42:18 AM Chg.+0.030 Bid7:58:05 PM Ask7:58:05 PM Underlying Strike price Expiration date Option type
0.190EUR +18.75% 0.180
Bid Size: 100,000		 0.190
Ask Size: 100,000		 MEDTRONIC PLC DL-... 90.00 - 1/17/2025 Call
 

Master data

WKN: JL69Q2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MEDTRONIC PLC DL-,0001
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.58
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.17
Parity: -1.53
Time value: 0.21
Break-even: 92.10
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.57
Spread abs.: 0.02
Spread %: 10.53%
Delta: 0.25
Theta: -0.02
Omega: 8.75
Rho: 0.08
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.71%
1 Month  
+35.71%
3 Months
  -36.67%
YTD
  -67.24%
1 Year
  -81.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.200 0.090
6M High / 6M Low: 0.820 0.090
High (YTD): 1/31/2024 0.820
Low (YTD): 7/16/2024 0.090
52W High: 8/1/2023 1.020
52W Low: 7/16/2024 0.090
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.128
Avg. volume 1M:   0.000
Avg. price 6M:   0.349
Avg. volume 6M:   0.000
Avg. price 1Y:   0.465
Avg. volume 1Y:   7.843
Volatility 1M:   345.09%
Volatility 6M:   191.20%
Volatility 1Y:   152.13%
Volatility 3Y:   -