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JP Morgan Call 390 DCO 17.01.2025/  DE000JL0NNR5  /

EUWAX
29/05/2024  10:26:33 Chg.-0.040 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.220EUR -15.38% -
Bid Size: -		 -
Ask Size: -		 DEERE CO. ... 390.00 - 17/01/2025 Call
 

Master data

WKN: JL0NNR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 390.00 -
Maturity: 17/01/2025
Issue date: 11/04/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.18
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.21
Parity: -0.50
Time value: 0.24
Break-even: 414.00
Moneyness: 0.87
Premium: 0.22
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.40
Theta: -0.09
Omega: 5.70
Rho: 0.72
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -47.62%
3 Months
  -26.67%
YTD
  -61.40%
1 Year
  -56.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.260
1M High / 1M Low: 0.510 0.260
6M High / 6M Low: 0.580 0.260
High (YTD): 02/01/2024 0.580
Low (YTD): 28/05/2024 0.260
52W High: 25/07/2023 1.040
52W Low: 28/05/2024 0.260
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.414
Avg. volume 1M:   0.000
Avg. price 6M:   0.436
Avg. volume 6M:   0.000
Avg. price 1Y:   0.572
Avg. volume 1Y:   14.332
Volatility 1M:   157.27%
Volatility 6M:   111.19%
Volatility 1Y:   102.45%
Volatility 3Y:   -