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JP Morgan Call 225 CHV 17.01.2025/  DE000JL1F5Z2  /

EUWAX
2024-06-13  9:57:09 AM Chg.-0.003 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.016EUR -15.79% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 225.00 - 2025-01-17 Call
 

Master data

WKN: JL1F5Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 225.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.18
Parity: -8.24
Time value: 0.32
Break-even: 228.20
Moneyness: 0.63
Premium: 0.60
Premium p.a.: 1.20
Spread abs.: 0.30
Spread %: 1,900.00%
Delta: 0.14
Theta: -0.03
Omega: 6.43
Rho: 0.10
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -68.00%
3 Months
  -61.90%
YTD
  -87.69%
1 Year
  -96.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.017
1M High / 1M Low: 0.050 0.017
6M High / 6M Low: 0.160 0.017
High (YTD): 2024-01-04 0.150
Low (YTD): 2024-06-11 0.017
52W High: 2023-09-27 0.610
52W Low: 2024-06-11 0.017
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.070
Avg. volume 6M:   0.000
Avg. price 1Y:   0.219
Avg. volume 1Y:   0.000
Volatility 1M:   252.20%
Volatility 6M:   197.94%
Volatility 1Y:   175.07%
Volatility 3Y:   -