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JP Morgan Call 160 CHV 17.01.2025/  DE000JL2FR96  /

EUWAX
2024-09-25  9:29:25 AM Chg.-0.020 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.260EUR -7.14% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 160.00 - 2025-01-17 Call
 

Master data

WKN: JL2FR9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-05-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.17
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -2.82
Time value: 0.32
Break-even: 163.20
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.98
Spread abs.: 0.06
Spread %: 23.08%
Delta: 0.22
Theta: -0.04
Omega: 9.12
Rho: 0.08
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month
  -18.75%
3 Months
  -72.63%
YTD
  -78.51%
1 Year
  -90.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.220
1M High / 1M Low: 0.370 0.160
6M High / 6M Low: 1.560 0.160
High (YTD): 2024-04-30 1.560
Low (YTD): 2024-09-12 0.160
52W High: 2023-09-27 2.820
52W Low: 2024-09-12 0.160
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.249
Avg. volume 1M:   0.000
Avg. price 6M:   0.823
Avg. volume 6M:   0.000
Avg. price 1Y:   1.093
Avg. volume 1Y:   0.000
Volatility 1M:   197.29%
Volatility 6M:   179.65%
Volatility 1Y:   152.18%
Volatility 3Y:   -