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JP Morgan Call 55 D 17.01.2025/  DE000JL2FR47  /

EUWAX
2024-05-31  9:31:53 AM Chg.+0.070 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.360EUR +24.14% -
Bid Size: -		 -
Ask Size: -		 Dominion Energy Inc 55.00 - 2025-01-17 Call
 

Master data

WKN: JL2FR4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dominion Energy Inc
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-05-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.30
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -0.53
Time value: 0.44
Break-even: 59.40
Moneyness: 0.90
Premium: 0.20
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 7.32%
Delta: 0.46
Theta: -0.01
Omega: 5.17
Rho: 0.12
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+9.09%
3 Months  
+44.00%
YTD  
+44.00%
1 Year
  -18.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.290
1M High / 1M Low: 0.380 0.290
6M High / 6M Low: 0.380 0.140
High (YTD): 2024-05-22 0.380
Low (YTD): 2024-02-09 0.140
52W High: 2023-07-26 0.650
52W Low: 2024-02-09 0.140
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.347
Avg. volume 1M:   0.000
Avg. price 6M:   0.259
Avg. volume 6M:   0.000
Avg. price 1Y:   0.333
Avg. volume 1Y:   0.000
Volatility 1M:   128.24%
Volatility 6M:   166.74%
Volatility 1Y:   145.09%
Volatility 3Y:   -