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JP Morgan Call 22 BE 17.01.2025/  DE000JL1MJC5  /

EUWAX
6/3/2024  9:14:37 AM Chg.-0.010 Bid7:10:34 PM Ask7:10:34 PM Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.210
Bid Size: 75,000		 0.290
Ask Size: 75,000		 Bloom Energy Corpora... 22.00 - 1/17/2025 Call
 

Master data

WKN: JL1MJC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bloom Energy Corporation
Type: Warrant
Option type: Call
Strike price: 22.00 -
Maturity: 1/17/2025
Issue date: 4/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.86
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 1.21
Historic volatility: 0.61
Parity: -0.70
Time value: 0.39
Break-even: 25.90
Moneyness: 0.68
Premium: 0.72
Premium p.a.: 1.39
Spread abs.: 0.15
Spread %: 62.50%
Delta: 0.54
Theta: -0.01
Omega: 2.09
Rho: 0.03
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month  
+140.00%
3 Months  
+321.05%
YTD
  -17.24%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.260 0.076
6M High / 6M Low: 0.320 0.052
High (YTD): 1/2/2024 0.280
Low (YTD): 2/26/2024 0.052
52W High: 7/17/2023 0.550
52W Low: 2/26/2024 0.052
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.155
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   0.230
Avg. volume 1Y:   0.000
Volatility 1M:   328.21%
Volatility 6M:   233.10%
Volatility 1Y:   193.03%
Volatility 3Y:   -