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JP Morgan Call 130 R66 17.01.2025/  DE000JL2EUR5  /

EUWAX
2024-09-24  10:48:22 AM Chg.+0.11 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.23EUR +9.82% -
Bid Size: -		 -
Ask Size: -		 PHILLIPS 66 D... 130.00 - 2025-01-17 Call
 

Master data

WKN: JL2EUR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PHILLIPS 66 DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.67
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.22
Parity: -1.20
Time value: 1.22
Break-even: 142.20
Moneyness: 0.91
Premium: 0.21
Premium p.a.: 0.81
Spread abs.: 0.05
Spread %: 4.27%
Delta: 0.47
Theta: -0.07
Omega: 4.55
Rho: 0.14
 

Quote data

Open: 1.23
High: 1.23
Low: 1.23
Previous Close: 1.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.04%
1 Month
  -18.00%
3 Months
  -41.15%
YTD
  -46.05%
1 Year
  -37.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.27 1.06
1M High / 1M Low: 1.83 1.02
6M High / 6M Low: 4.86 1.02
High (YTD): 2024-04-04 4.86
Low (YTD): 2024-09-13 1.02
52W High: 2024-04-04 4.86
52W Low: 2024-09-13 1.02
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   1.32
Avg. volume 1M:   0.00
Avg. price 6M:   2.36
Avg. volume 6M:   0.00
Avg. price 1Y:   2.30
Avg. volume 1Y:   0.00
Volatility 1M:   136.03%
Volatility 6M:   110.67%
Volatility 1Y:   96.66%
Volatility 3Y:   -