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JP Morgan Call 470 DCO 17.01.2025/  DE000JL09CZ7  /

EUWAX
07/06/2024  10:11:37 Chg.-0.002 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.047EUR -4.08% -
Bid Size: -		 -
Ask Size: -		 DEERE CO. ... 470.00 - 17/01/2025 Call
 

Master data

WKN: JL09CZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 470.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 64.38
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -1.29
Time value: 0.05
Break-even: 475.30
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.72
Spread abs.: 0.01
Spread %: 23.26%
Delta: 0.14
Theta: -0.05
Omega: 8.89
Rho: 0.26
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.049
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.84%
1 Month
  -70.63%
3 Months
  -53.00%
YTD
  -81.92%
1 Year
  -85.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.045
1M High / 1M Low: 0.170 0.045
6M High / 6M Low: 0.270 0.045
High (YTD): 02/01/2024 0.270
Low (YTD): 04/06/2024 0.045
52W High: 25/07/2023 0.630
52W Low: 04/06/2024 0.045
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.155
Avg. volume 6M:   0.000
Avg. price 1Y:   0.269
Avg. volume 1Y:   0.000
Volatility 1M:   207.96%
Volatility 6M:   155.34%
Volatility 1Y:   132.57%
Volatility 3Y:   -