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JP Morgan Call 170 CLX 17.01.2025/  DE000JL1GPS0  /

EUWAX
2024-06-05  10:08:18 AM Chg.+0.030 Bid3:54:54 PM Ask3:54:54 PM Underlying Strike price Expiration date Option type
0.220EUR +15.79% 0.200
Bid Size: 20,000		 0.250
Ask Size: 20,000		 Clorox Co 170.00 - 2025-01-17 Call
 

Master data

WKN: JL1GPS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Clorox Co
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.90
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.21
Parity: -4.83
Time value: 0.37
Break-even: 173.70
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 0.78
Spread abs.: 0.15
Spread %: 68.18%
Delta: 0.20
Theta: -0.03
Omega: 6.59
Rho: 0.13
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.50%
1 Month
  -53.19%
3 Months
  -77.55%
YTD
  -75.56%
1 Year
  -90.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
1M High / 1M Low: 0.510 0.160
6M High / 6M Low: 1.350 0.160
High (YTD): 2024-02-05 1.350
Low (YTD): 2024-05-30 0.160
52W High: 2023-06-05 2.240
52W Low: 2024-05-30 0.160
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.306
Avg. volume 1M:   0.000
Avg. price 6M:   0.833
Avg. volume 6M:   0.000
Avg. price 1Y:   1.074
Avg. volume 1Y:   0.000
Volatility 1M:   164.36%
Volatility 6M:   134.15%
Volatility 1Y:   131.62%
Volatility 3Y:   -