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JP Morgan Call 10 TME 17.01.2025/  DE000JL6CHL0  /

EUWAX
2024-05-30  10:45:41 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.480EUR - -
Bid Size: -		 -
Ask Size: -		 Tencent Music Entert... 10.00 - 2025-01-17 Call
 

Master data

WKN: JL6CHL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tencent Music Entertainment Group
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2024-05-31
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.08
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.33
Implied volatility: 1.34
Historic volatility: 0.39
Parity: 0.33
Time value: 0.31
Break-even: 16.40
Moneyness: 1.33
Premium: 0.23
Premium p.a.: 0.45
Spread abs.: 0.15
Spread %: 30.61%
Delta: 0.79
Theta: -0.01
Omega: 1.64
Rho: 0.02
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.490
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.67%
3 Months  
+92.00%
YTD  
+242.86%
1 Year  
+300.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.530 0.480
6M High / 6M Low: 0.570 0.120
High (YTD): 2024-05-17 0.570
Low (YTD): 2024-01-22 0.120
52W High: 2024-05-17 0.570
52W Low: 2023-09-21 0.070
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   0.257
Avg. volume 6M:   0.000
Avg. price 1Y:   0.176
Avg. volume 1Y:   0.000
Volatility 1M:   61.73%
Volatility 6M:   134.07%
Volatility 1Y:   134.41%
Volatility 3Y:   -