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JP Morgan Call 370 DCO 17.01.2025/  DE000JL0NNT1  /

EUWAX
31/05/2024  10:32:54 Chg.+0.020 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.310EUR +6.90% -
Bid Size: -		 -
Ask Size: -		 DEERE CO. ... 370.00 - 17/01/2025 Call
 

Master data

WKN: JL0NNT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 370.00 -
Maturity: 17/01/2025
Issue date: 11/04/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.63
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.21
Parity: -0.30
Time value: 0.32
Break-even: 402.00
Moneyness: 0.92
Premium: 0.18
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.48
Theta: -0.10
Omega: 5.09
Rho: 0.83
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.51%
1 Month
  -46.55%
3 Months
  -20.51%
YTD
  -54.41%
1 Year
  -42.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.290
1M High / 1M Low: 0.630 0.290
6M High / 6M Low: 0.680 0.290
High (YTD): 02/01/2024 0.680
Low (YTD): 30/05/2024 0.290
52W High: 25/07/2023 1.160
52W Low: 30/05/2024 0.290
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.504
Avg. volume 1M:   0.000
Avg. price 6M:   0.535
Avg. volume 6M:   0.000
Avg. price 1Y:   0.671
Avg. volume 1Y:   0.000
Volatility 1M:   137.26%
Volatility 6M:   100.21%
Volatility 1Y:   93.33%
Volatility 3Y:   -