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JP Morgan Call 50 D 17.01.2025/  DE000JL5EWF9  /

EUWAX
2024-06-07  8:41:52 AM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.550EUR -1.79% -
Bid Size: -		 -
Ask Size: -		 Dominion Energy Inc 50.00 - 2025-01-17 Call
 

Master data

WKN: JL5EWF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dominion Energy Inc
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-05-31
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.99
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -0.24
Time value: 0.53
Break-even: 55.30
Moneyness: 0.95
Premium: 0.16
Premium p.a.: 0.28
Spread abs.: 0.03
Spread %: 6.00%
Delta: 0.53
Theta: -0.02
Omega: 4.74
Rho: 0.12
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month     0.00%
3 Months  
+25.00%
YTD  
+37.50%
1 Year
  -37.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.550
1M High / 1M Low: 0.670 0.510
6M High / 6M Low: 0.670 0.240
High (YTD): 2024-06-03 0.670
Low (YTD): 2024-02-09 0.240
52W High: 2023-07-25 0.890
52W Low: 2023-10-30 0.230
Avg. price 1W:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.588
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   0.501
Avg. volume 1Y:   0.000
Volatility 1M:   106.71%
Volatility 6M:   143.17%
Volatility 1Y:   125.67%
Volatility 3Y:   -