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JP Morgan Call 150 iShares Nasdaq.../  DE000JL05WE8  /

EUWAX
2024-06-25  9:36:09 AM Chg.+0.110 Bid9:01:46 PM Ask9:01:46 PM Underlying Strike price Expiration date Option type
0.480EUR +29.73% 0.450
Bid Size: 50,000		 0.470
Ask Size: 50,000		 - 150.00 - 2025-01-17 Call
 

Master data

WKN: JL05WE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-04-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.71
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.15
Parity: -1.96
Time value: 0.55
Break-even: 155.50
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.37
Spread abs.: 0.08
Spread %: 17.02%
Delta: 0.33
Theta: -0.03
Omega: 7.82
Rho: 0.21
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.45%
1 Month  
+20.00%
3 Months
  -14.29%
YTD
  -47.25%
1 Year
  -47.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.290
1M High / 1M Low: 0.430 0.280
6M High / 6M Low: 1.000 0.190
High (YTD): 2024-01-09 1.000
Low (YTD): 2024-04-19 0.190
52W High: 2024-01-09 1.000
52W Low: 2024-04-19 0.190
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.360
Avg. volume 1M:   0.000
Avg. price 6M:   0.583
Avg. volume 6M:   16
Avg. price 1Y:   0.581
Avg. volume 1Y:   7.843
Volatility 1M:   159.11%
Volatility 6M:   141.96%
Volatility 1Y:   131.99%
Volatility 3Y:   -