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JP Morgan Call 410 DCO 17.01.2025/  DE000JL09CT0  /

EUWAX
2024-05-29  9:53:36 AM Chg.-0.020 Bid3:37:03 PM Ask3:37:03 PM Underlying Strike price Expiration date Option type
0.160EUR -11.11% 0.150
Bid Size: 250,000		 0.160
Ask Size: 250,000		 DEERE CO. ... 410.00 - 2025-01-17 Call
 

Master data

WKN: JL09CT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 410.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 20.02
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.21
Parity: -0.70
Time value: 0.17
Break-even: 427.00
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.32
Theta: -0.08
Omega: 6.47
Rho: 0.59
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -50.00%
3 Months
  -30.43%
YTD
  -66.67%
1 Year
  -63.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.180
1M High / 1M Low: 0.400 0.180
6M High / 6M Low: 0.490 0.180
High (YTD): 2024-01-02 0.490
Low (YTD): 2024-05-28 0.180
52W High: 2023-07-26 0.920
52W Low: 2024-05-28 0.180
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.313
Avg. volume 1M:   0.000
Avg. price 6M:   0.346
Avg. volume 6M:   0.000
Avg. price 1Y:   0.481
Avg. volume 1Y:   0.000
Volatility 1M:   159.95%
Volatility 6M:   115.85%
Volatility 1Y:   109.10%
Volatility 3Y:   -