OverviewChartNewsTraderScreen

JP Morgan Call 370 DCO 17.01.2025/  DE000JL0NNT1  /

EUWAX
5/14/2024  12:34:14 PM Chg.- Bid8:02:13 AM Ask8:02:13 AM Underlying Strike price Expiration date Option type
0.600EUR - 0.640
Bid Size: 15,000		 0.670
Ask Size: 15,000		 DEERE CO. ... 370.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/11/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.20
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.08
Implied volatility: 0.43
Historic volatility: 0.21
Parity: 0.08
Time value: 0.53
Break-even: 431.00
Moneyness: 1.02
Premium: 0.14
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.62
Theta: -0.12
Omega: 3.86
Rho: 1.18
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.69%
1 Month  
+3.45%
3 Months  
+9.09%
YTD
  -11.76%
1 Year
  -14.29%
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): 1/2/2024 0.680
Low (YTD): 3/5/2024 0.360
52W High: 7/25/2023 1.160
52W Low: 3/5/2024 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:   -