OverviewChartNewsTraderScreen

JP Morgan Call 160 VEE 17.01.2025/  DE000JL30FF8  /

EUWAX
6/11/2024  9:43:45 AM Chg.- Bid9:16:20 AM Ask9:16:20 AM Underlying Strike price Expiration date Option type
3.40EUR - 3.66
Bid Size: 2,000		 3.81
Ask Size: 2,000		 VEEVA SYSTEMS A DL-,... 160.00 - 1/17/2025 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: 1/17/2025
Issue date: 5/25/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.81
Leverage: Yes

Calculated values

Fair value: 2.35
Intrinsic value: 1.19
Implied volatility: 0.54
Historic volatility: 0.29
Parity: 1.19
Time value: 2.38
Break-even: 195.70
Moneyness: 1.07
Premium: 0.14
Premium p.a.: 0.24
Spread abs.: 0.15
Spread %: 4.39%
Delta: 0.67
Theta: -0.07
Omega: 3.21
Rho: 0.48
 

Quote data

Open: 3.40
High: 3.40
Low: 3.40
Previous Close: 3.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.25%
1 Month
  -33.46%
3 Months
  -54.18%
YTD
  -31.45%
1 Year
  -36.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.41 2.95
1M High / 1M Low: 5.63 2.42
6M High / 6M Low: 7.98 2.42
High (YTD): 3/14/2024 7.98
Low (YTD): 6/4/2024 2.42
52W High: 3/14/2024 7.98
52W Low: 6/4/2024 2.42
Avg. price 1W:   3.24
Avg. volume 1W:   0.00
Avg. price 1M:   4.39
Avg. volume 1M:   0.00
Avg. price 6M:   5.68
Avg. volume 6M:   0.00
Avg. price 1Y:   5.71
Avg. volume 1Y:   0.00
Volatility 1M:   163.01%
Volatility 6M:   89.20%
Volatility 1Y:   86.62%
Volatility 3Y:   -