JP Morgan Call 490 DCO 17.01.2025/  DE000JL09D12  /

EUWAX
2024-05-15  10:00:28 AM Chg.+0.010 Bid3:30:48 PM Ask3:30:48 PM Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.130
Bid Size: 20,000
0.140
Ask Size: 20,000
DEERE CO. ... 490.00 - 2025-01-17 Call
 

Master data

WKN: JL09D1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 490.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 27.27
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.21
Parity: -1.08
Time value: 0.14
Break-even: 504.00
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.25
Theta: -0.08
Omega: 6.88
Rho: 0.56
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+8.33%
3 Months  
+44.44%
YTD
  -38.10%
1 Year
  -55.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.120
1M High / 1M Low: 0.120 0.091
6M High / 6M Low: 0.220 0.057
High (YTD): 2024-01-02 0.220
Low (YTD): 2024-03-05 0.057
52W High: 2023-07-25 0.550
52W Low: 2024-03-05 0.057
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   0.132
Avg. volume 6M:   0.000
Avg. price 1Y:   0.235
Avg. volume 1Y:   0.000
Volatility 1M:   113.91%
Volatility 6M:   146.92%
Volatility 1Y:   134.22%
Volatility 3Y:   -