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JP Morgan Call 50 DAL 17.01.2025/  DE000JL5K5R8  /

EUWAX
2024-06-24  10:26:27 AM Chg.-0.020 Bid9:13:04 PM Ask9:13:04 PM Underlying Strike price Expiration date Option type
0.510EUR -3.77% 0.520
Bid Size: 200,000		 0.530
Ask Size: 200,000		 Delta Air Lines Inc 50.00 - 2025-01-17 Call
 

Master data

WKN: JL5K5R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.89
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.27
Parity: -0.38
Time value: 0.52
Break-even: 55.20
Moneyness: 0.92
Premium: 0.19
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.50
Theta: -0.02
Omega: 4.45
Rho: 0.10
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -17.74%
3 Months  
+27.50%
YTD  
+59.38%
1 Year
  -12.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.480
1M High / 1M Low: 0.660 0.480
6M High / 6M Low: 0.790 0.170
High (YTD): 2024-05-15 0.790
Low (YTD): 2024-01-22 0.170
52W High: 2023-07-05 0.930
52W Low: 2023-11-01 0.130
Avg. price 1W:   0.518
Avg. volume 1W:   0.000
Avg. price 1M:   0.566
Avg. volume 1M:   0.000
Avg. price 6M:   0.422
Avg. volume 6M:   0.000
Avg. price 1Y:   0.429
Avg. volume 1Y:   0.000
Volatility 1M:   129.74%
Volatility 6M:   148.03%
Volatility 1Y:   131.50%
Volatility 3Y:   -