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JP Morgan Call 11 J5A 17.01.2025/  DE000JL5AR23  /

EUWAX
2024-06-14  9:05:50 AM Chg.-0.012 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.050EUR -19.35% -
Bid Size: -		 -
Ask Size: -		 WB DISCOVERY SER.A D... 11.00 - 2025-01-17 Call
 

Master data

WKN: JL5AR2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WB DISCOVERY SER.A DL-,01
Type: Warrant
Option type: Call
Strike price: 11.00 -
Maturity: 2025-01-17
Issue date: 2023-06-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.66
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.46
Parity: -0.42
Time value: 0.06
Break-even: 11.58
Moneyness: 0.61
Premium: 0.71
Premium p.a.: 1.48
Spread abs.: 0.01
Spread %: 20.83%
Delta: 0.30
Theta: 0.00
Omega: 3.55
Rho: 0.01
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.062
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.90%
1 Month
  -41.86%
3 Months
  -58.33%
YTD
  -84.38%
1 Year
  -89.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.075 0.050
1M High / 1M Low: 0.086 0.050
6M High / 6M Low: 0.370 0.050
High (YTD): 2024-01-02 0.320
Low (YTD): 2024-06-14 0.050
52W High: 2023-08-09 0.580
52W Low: 2024-06-14 0.050
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.157
Avg. volume 6M:   0.000
Avg. price 1Y:   0.269
Avg. volume 1Y:   0.000
Volatility 1M:   165.53%
Volatility 6M:   123.59%
Volatility 1Y:   121.16%
Volatility 3Y:   -