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JP Morgan Call 21 BE 17.01.2025/  DE000JL1MJD3  /

EUWAX
6/18/2024  9:19:49 AM Chg.-0.010 Bid9:22:21 PM Ask9:22:21 PM Underlying Strike price Expiration date Option type
0.150EUR -6.25% 0.130
Bid Size: 75,000		 0.200
Ask Size: 75,000		 Bloom Energy Corpora... 21.00 - 1/17/2025 Call
 

Master data

WKN: JL1MJD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bloom Energy Corporation
Type: Warrant
Option type: Call
Strike price: 21.00 -
Maturity: 1/17/2025
Issue date: 4/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.33
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 1.25
Historic volatility: 0.60
Parity: -0.80
Time value: 0.30
Break-even: 24.00
Moneyness: 0.62
Premium: 0.85
Premium p.a.: 1.86
Spread abs.: 0.15
Spread %: 100.00%
Delta: 0.50
Theta: -0.01
Omega: 2.16
Rho: 0.02
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month  
+50.00%
3 Months  
+102.70%
YTD
  -51.61%
1 Year
  -71.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
1M High / 1M Low: 0.290 0.110
6M High / 6M Low: 0.310 0.058
High (YTD): 1/2/2024 0.300
Low (YTD): 2/26/2024 0.058
52W High: 7/17/2023 0.570
52W Low: 2/26/2024 0.058
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   0.150
Avg. volume 6M:   0.000
Avg. price 1Y:   0.235
Avg. volume 1Y:   0.000
Volatility 1M:   310.00%
Volatility 6M:   230.04%
Volatility 1Y:   190.63%
Volatility 3Y:   -