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JP Morgan Call 390 DCO 17.01.2025/  DE000JL0NNR5  /

EUWAX
5/30/2024  10:34:54 AM Chg.-0.020 Bid4:22:46 PM Ask4:22:46 PM Underlying Strike price Expiration date Option type
0.200EUR -9.09% 0.220
Bid Size: 300,000		 0.230
Ask Size: 300,000		 DEERE CO. ... 390.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/11/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 15.36
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.21
Parity: -0.52
Time value: 0.22
Break-even: 412.00
Moneyness: 0.87
Premium: 0.22
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.39
Theta: -0.09
Omega: 5.94
Rho: 0.69
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.44%
1 Month
  -57.45%
3 Months
  -33.33%
YTD
  -64.91%
1 Year
  -57.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.220
1M High / 1M Low: 0.510 0.220
6M High / 6M Low: 0.580 0.220
High (YTD): 1/2/2024 0.580
Low (YTD): 5/29/2024 0.220
52W High: 7/25/2023 1.040
52W Low: 5/29/2024 0.220
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.404
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   0.571
Avg. volume 1Y:   14.332
Volatility 1M:   155.59%
Volatility 6M:   113.17%
Volatility 1Y:   103.26%
Volatility 3Y:   -