OverviewChartNewsTraderScreen

JP Morgan Call 420 SEDG 17.01.202.../  DE000JL0DG10  /

EUWAX
5/30/2024  8:51:52 AM Chg.-0.001 Bid5:21:21 PM Ask5:21:21 PM Underlying Strike price Expiration date Option type
0.004EUR -20.00% 0.005
Bid Size: 15,000		 0.045
Ask Size: 15,000		 SolarEdge Technologi... 420.00 - 1/17/2025 Call
 

Master data

WKN: JL0DG1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SolarEdge Technologies Inc
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.10
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.47
Historic volatility: 0.61
Parity: -37.50
Time value: 0.16
Break-even: 421.60
Moneyness: 0.11
Premium: 8.38
Premium p.a.: 32.83
Spread abs.: 0.16
Spread %: 3,100.00%
Delta: 0.10
Theta: -0.02
Omega: 2.72
Rho: 0.02
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.56%
1 Month
  -20.00%
3 Months
  -71.43%
YTD
  -97.14%
1 Year
  -99.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.005
1M High / 1M Low: 0.009 0.002
6M High / 6M Low: 0.170 0.002
High (YTD): 1/2/2024 0.120
Low (YTD): 5/9/2024 0.002
52W High: 5/30/2023 5.080
52W Low: 5/9/2024 0.002
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.035
Avg. volume 6M:   0.000
Avg. price 1Y:   0.759
Avg. volume 1Y:   0.000
Volatility 1M:   730.06%
Volatility 6M:   462.20%
Volatility 1Y:   351.32%
Volatility 3Y:   -