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JP Morgan Call 125 EWL 17.01.2025/  DE000JL1J238  /

EUWAX
2024-06-06  10:04:25 AM Chg.-0.006 Bid12:36:53 PM Ask12:36:53 PM Underlying Strike price Expiration date Option type
0.056EUR -9.68% -
Bid Size: -		 -
Ask Size: -		 EDWARDS LIFESCIENCES 125.00 - 2025-01-17 Call
 

Master data

WKN: JL1J23
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EDWARDS LIFESCIENCES
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.05
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.26
Parity: -4.49
Time value: 0.16
Break-even: 126.60
Moneyness: 0.64
Premium: 0.58
Premium p.a.: 1.10
Spread abs.: 0.10
Spread %: 180.70%
Delta: 0.14
Theta: -0.01
Omega: 6.80
Rho: 0.06
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.062
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -11.11%
3 Months
  -49.09%
YTD
  -49.09%
1 Year
  -85.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.048
1M High / 1M Low: 0.094 0.048
6M High / 6M Low: 0.260 0.042
High (YTD): 2024-03-28 0.260
Low (YTD): 2024-05-30 0.048
52W High: 2023-06-30 0.620
52W Low: 2023-11-28 0.036
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.123
Avg. volume 6M:   0.000
Avg. price 1Y:   0.172
Avg. volume 1Y:   0.000
Volatility 1M:   324.64%
Volatility 6M:   283.36%
Volatility 1Y:   237.16%
Volatility 3Y:   -