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JP Morgan Call 140 R66 17.01.2025/  DE000JL2EUT1  /

EUWAX
2024-06-21  10:37:36 AM Chg.+0.08 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.63EUR +5.16% -
Bid Size: -		 -
Ask Size: -		 PHILLIPS 66 D... 140.00 - 2025-01-17 Call
 

Master data

WKN: JL2EUT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PHILLIPS 66 DL-,01
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.55
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.21
Parity: -1.08
Time value: 1.71
Break-even: 157.10
Moneyness: 0.92
Premium: 0.22
Premium p.a.: 0.41
Spread abs.: 0.07
Spread %: 4.27%
Delta: 0.52
Theta: -0.05
Omega: 3.91
Rho: 0.29
 

Quote data

Open: 1.63
High: 1.63
Low: 1.63
Previous Close: 1.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.61%
1 Month
  -20.87%
3 Months
  -50.61%
YTD
  -13.30%
1 Year  
+185.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.63 1.53
1M High / 1M Low: 2.06 1.53
6M High / 6M Low: 4.25 1.53
High (YTD): 2024-04-04 4.25
Low (YTD): 2024-06-19 1.53
52W High: 2024-04-04 4.25
52W Low: 2023-06-23 0.57
Avg. price 1W:   1.59
Avg. volume 1W:   0.00
Avg. price 1M:   1.75
Avg. volume 1M:   0.00
Avg. price 6M:   2.43
Avg. volume 6M:   0.00
Avg. price 1Y:   1.85
Avg. volume 1Y:   0.00
Volatility 1M:   94.72%
Volatility 6M:   89.77%
Volatility 1Y:   90.27%
Volatility 3Y:   -