JP Morgan Call 10 SPWR 17.01.2025/  DE000JL468M1  /

EUWAX
12/06/2024  15:32:16 Chg.- Bid08:26:49 Ask08:26:49 Underlying Strike price Expiration date Option type
0.046EUR - 0.032
Bid Size: 20,000
-
Ask Size: -
SunPower Corporation 10.00 - 17/01/2025 Call
 

Master data

WKN: JL468M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SunPower Corporation
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 17/01/2025
Issue date: 23/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.60
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.27
Historic volatility: 1.09
Parity: -0.67
Time value: 0.03
Break-even: 10.34
Moneyness: 0.33
Premium: 2.17
Premium p.a.: 5.83
Spread abs.: 0.00
Spread %: -8.11%
Delta: 0.27
Theta: 0.00
Omega: 2.55
Rho: 0.00
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.034
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+91.67%
1 Month  
+1433.33%
3 Months  
+360.00%
YTD  
+2.22%
1 Year
  -89.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.024
1M High / 1M Low: 0.110 0.003
6M High / 6M Low: 0.110 0.001
High (YTD): 15/05/2024 0.110
Low (YTD): 25/04/2024 0.001
52W High: 18/07/2023 0.450
52W Low: 25/04/2024 0.001
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.026
Avg. volume 6M:   65.041
Avg. price 1Y:   0.102
Avg. volume 1Y:   62.992
Volatility 1M:   12,032.20%
Volatility 6M:   5,002.18%
Volatility 1Y:   3,536.00%
Volatility 3Y:   -