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JP Morgan Call 170 VEE 17.01.2025/  DE000JL2A5W3  /

EUWAX
2024-06-07  11:58:49 AM Chg.+0.21 Bid8:28:07 PM Ask8:28:07 PM Underlying Strike price Expiration date Option type
2.77EUR +8.20% 2.72
Bid Size: 30,000		 2.76
Ask Size: 30,000		 VEEVA SYSTEMS A DL-,... 170.00 - 2025-01-17 Call
 

Master data

WKN: JL2A5W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VEEVA SYSTEMS A DL-,00001
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-05-15
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.80
Leverage: Yes

Calculated values

Fair value: 1.67
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.28
Parity: -0.01
Time value: 2.93
Break-even: 199.30
Moneyness: 1.00
Premium: 0.17
Premium p.a.: 0.30
Spread abs.: 0.15
Spread %: 5.40%
Delta: 0.60
Theta: -0.07
Omega: 3.49
Rho: 0.45
 

Quote data

Open: 2.77
High: 2.77
Low: 2.77
Previous Close: 2.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.06%
1 Month
  -36.90%
3 Months
  -56.51%
YTD
  -36.47%
1 Year
  -42.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.56 1.86
1M High / 1M Low: 4.90 1.86
6M High / 6M Low: 7.12 1.86
High (YTD): 2024-03-27 7.12
Low (YTD): 2024-06-04 1.86
52W High: 2023-09-12 7.42
52W Low: 2024-06-04 1.86
Avg. price 1W:   2.23
Avg. volume 1W:   0.00
Avg. price 1M:   3.96
Avg. volume 1M:   0.00
Avg. price 6M:   5.02
Avg. volume 6M:   0.00
Avg. price 1Y:   5.12
Avg. volume 1Y:   0.00
Volatility 1M:   193.49%
Volatility 6M:   101.75%
Volatility 1Y:   95.79%
Volatility 3Y:   -