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JP Morgan Call 50 DVN 21.03.2025/  DE000JL5UUE2  /

EUWAX
2024-09-25  11:26:44 AM Chg.-0.011 Bid5:12:49 PM Ask5:12:49 PM Underlying Strike price Expiration date Option type
0.081EUR -11.96% 0.074
Bid Size: 150,000		 0.084
Ask Size: 150,000		 Devon Energy Corp 50.00 USD 2025-03-21 Call
 

Master data

WKN: JL5UUE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Devon Energy Corp
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2025-03-21
Issue date: 2023-07-03
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.01
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -0.80
Time value: 0.09
Break-even: 45.57
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.57
Spread abs.: 0.02
Spread %: 23.46%
Delta: 0.22
Theta: -0.01
Omega: 9.14
Rho: 0.04
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.092
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -52.35%
3 Months
  -78.68%
YTD
  -84.72%
1 Year
  -89.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.092 0.081
1M High / 1M Low: 0.200 0.074
6M High / 6M Low: 0.900 0.074
High (YTD): 2024-04-11 0.900
Low (YTD): 2024-09-17 0.074
52W High: 2023-10-18 0.940
52W Low: 2024-09-17 0.074
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.396
Avg. volume 6M:   0.000
Avg. price 1Y:   0.462
Avg. volume 1Y:   176.625
Volatility 1M:   146.44%
Volatility 6M:   148.11%
Volatility 1Y:   124.78%
Volatility 3Y:   -