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JP Morgan Call 390 DCO 17.01.2025/  DE000JL0NNR5  /

EUWAX
13/05/2024  10:39:00 Chg.-0.010 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.490EUR -2.00% -
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: 7.57
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.21
Parity: -0.11
Time value: 0.50
Break-even: 440.00
Moneyness: 0.97
Premium: 0.16
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.56
Theta: -0.12
Omega: 4.27
Rho: 1.11
 

Quote data

Open: 0.500
High: 0.500
Low: 0.490
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.52%
1 Month
  -10.91%
3 Months  
+11.36%
YTD
  -14.04%
1 Year
  -22.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.460
1M High / 1M Low: 0.500 0.400
6M High / 6M Low: 0.580 0.280
High (YTD): 02/01/2024 0.580
Low (YTD): 07/03/2024 0.280
52W High: 25/07/2023 1.040
52W Low: 07/03/2024 0.280
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.455
Avg. volume 1M:   0.000
Avg. price 6M:   0.445
Avg. volume 6M:   0.000
Avg. price 1Y:   0.579
Avg. volume 1Y:   28.776
Volatility 1M:   92.92%
Volatility 6M:   100.10%
Volatility 1Y:   95.88%
Volatility 3Y:   -