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JP Morgan Call 370 DCO 17.01.2025/  DE000JL0NNT1  /

EUWAX
2024-05-15  10:33:54 AM Chg.+0.030 Bid12:35:19 PM Ask12:35:19 PM Underlying Strike price Expiration date Option type
0.630EUR +5.00% 0.630
Bid Size: 50,000		 0.640
Ask Size: 50,000		 DEERE CO. ... 370.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-04-11
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.96
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.12
Implied volatility: 0.44
Historic volatility: 0.21
Parity: 0.12
Time value: 0.52
Break-even: 434.00
Moneyness: 1.03
Premium: 0.14
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.59%
Delta: 0.63
Theta: -0.12
Omega: 3.77
Rho: 1.20
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.78%
1 Month  
+8.62%
3 Months  
+14.55%
YTD
  -7.35%
1 Year
  -10.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.590
1M High / 1M Low: 0.620 0.510
6M High / 6M Low: 0.680 0.360
High (YTD): 2024-01-02 0.680
Low (YTD): 2024-03-05 0.360
52W High: 2023-07-25 1.160
52W Low: 2024-03-05 0.360
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.570
Avg. volume 1M:   0.000
Avg. price 6M:   0.546
Avg. volume 6M:   0.000
Avg. price 1Y:   0.680
Avg. volume 1Y:   0.000
Volatility 1M:   73.04%
Volatility 6M:   88.26%
Volatility 1Y:   86.26%
Volatility 3Y:   -