OverviewChartNewsTraderScreen

JP Morgan Call 470 DCO 17.01.2025/  DE000JL09CZ7  /

EUWAX
5/29/2024  9:53:36 AM Chg.-0.013 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.048EUR -21.31% -
Bid Size: -		 -
Ask Size: -		 DEERE CO. ... 470.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 56.72
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.21
Parity: -1.30
Time value: 0.06
Break-even: 476.00
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 20.00%
Delta: 0.15
Theta: -0.05
Omega: 8.44
Rho: 0.29
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.061
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.53%
1 Month
  -63.08%
3 Months
  -50.00%
YTD
  -81.54%
1 Year
  -82.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.085 0.059
1M High / 1M Low: 0.170 0.059
6M High / 6M Low: 0.270 0.059
High (YTD): 1/2/2024 0.270
Low (YTD): 5/27/2024 0.059
52W High: 7/25/2023 0.630
52W Low: 5/27/2024 0.059
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
Avg. volume 1M:   0.000
Avg. price 6M:   0.162
Avg. volume 6M:   0.000
Avg. price 1Y:   0.276
Avg. volume 1Y:   0.000
Volatility 1M:   213.88%
Volatility 6M:   148.58%
Volatility 1Y:   133.94%
Volatility 3Y:   -