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JP Morgan Call 140 R66 17.01.2025/  DE000JL2EUT1  /

EUWAX
2024-09-25  10:52:34 AM Chg.-0.140 Bid12:48:08 PM Ask12:48:08 PM Underlying Strike price Expiration date Option type
0.670EUR -17.28% 0.670
Bid Size: 3,000		 0.700
Ask Size: 3,000		 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: 15.85
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.22
Parity: -2.43
Time value: 0.73
Break-even: 147.30
Moneyness: 0.83
Premium: 0.27
Premium p.a.: 1.17
Spread abs.: 0.05
Spread %: 7.35%
Delta: 0.35
Theta: -0.06
Omega: 5.47
Rho: 0.10
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.810
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.47%
1 Month
  -37.38%
3 Months
  -58.64%
YTD
  -64.36%
1 Year
  -58.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.680
1M High / 1M Low: 1.340 0.660
6M High / 6M Low: 4.250 0.660
High (YTD): 2024-04-04 4.250
Low (YTD): 2024-09-13 0.660
52W High: 2024-04-04 4.250
52W Low: 2024-09-13 0.660
Avg. price 1W:   0.780
Avg. volume 1W:   0.000
Avg. price 1M:   0.901
Avg. volume 1M:   0.000
Avg. price 6M:   1.882
Avg. volume 6M:   0.000
Avg. price 1Y:   1.868
Avg. volume 1Y:   0.000
Volatility 1M:   166.36%
Volatility 6M:   129.30%
Volatility 1Y:   111.33%
Volatility 3Y:   -