OverviewChartNewsTraderScreen

JP Morgan Call 50 DAL 17.01.2025/  DE000JL5K5R8  /

EUWAX
2024-09-26  10:43:24 AM Chg.+0.080 Bid6:01:33 PM Ask6:01:33 PM Underlying Strike price Expiration date Option type
0.350EUR +29.63% 0.490
Bid Size: 200,000		 0.500
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: 13.27
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.27
Parity: -0.62
Time value: 0.33
Break-even: 53.30
Moneyness: 0.88
Premium: 0.22
Premium p.a.: 0.89
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.40
Theta: -0.02
Omega: 5.36
Rho: 0.04
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month  
+191.67%
3 Months
  -30.00%
YTD  
+9.38%
1 Year  
+25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: 0.290 0.092
6M High / 6M Low: 0.790 0.071
High (YTD): 2024-05-15 0.790
Low (YTD): 2024-08-15 0.071
52W High: 2024-05-15 0.790
52W Low: 2024-08-15 0.071
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   0.383
Avg. volume 6M:   0.000
Avg. price 1Y:   0.317
Avg. volume 1Y:   0.000
Volatility 1M:   206.71%
Volatility 6M:   217.55%
Volatility 1Y:   184.65%
Volatility 3Y:   -