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JP Morgan Call 160 VEE 17.01.2025/  DE000JL30FF8  /

EUWAX
31/05/2024  16:09:56 Chg.-1.47 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
2.97EUR -33.11% -
Bid Size: -		 -
Ask Size: -		 VEEVA SYSTEMS A DL-,... 160.00 - 17/01/2025 Call
 

Master data

WKN: JL30FF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VEEVA SYSTEMS A DL-,00001
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 17/01/2025
Issue date: 25/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.72
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 0.06
Implied volatility: 0.52
Historic volatility: 0.28
Parity: 0.06
Time value: 2.75
Break-even: 188.10
Moneyness: 1.00
Premium: 0.17
Premium p.a.: 0.28
Spread abs.: 0.15
Spread %: 5.64%
Delta: 0.61
Theta: -0.06
Omega: 3.47
Rho: 0.44
 

Quote data

Open: 2.97
High: 2.97
Low: 2.97
Previous Close: 4.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.07%
1 Month
  -38.25%
3 Months
  -59.03%
YTD
  -40.12%
1 Year
  -51.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.01 2.97
1M High / 1M Low: 5.63 2.97
6M High / 6M Low: 7.98 2.97
High (YTD): 14/03/2024 7.98
Low (YTD): 31/05/2024 2.97
52W High: 14/03/2024 7.98
52W Low: 31/05/2024 2.97
Avg. price 1W:   4.45
Avg. volume 1W:   0.00
Avg. price 1M:   5.02
Avg. volume 1M:   0.00
Avg. price 6M:   5.74
Avg. volume 6M:   0.00
Avg. price 1Y:   5.78
Avg. volume 1Y:   0.00
Volatility 1M:   130.17%
Volatility 6M:   81.64%
Volatility 1Y:   82.68%
Volatility 3Y:   -