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JP Morgan Call 55 DY6 17.01.2025/  DE000JL025D8  /

EUWAX
2024-06-17  9:56:22 AM Chg.0.000 Bid12:35:31 PM Ask12:35:31 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.120
Bid Size: 7,500		 0.140
Ask Size: 7,500		 DEVON ENERGY CORP. D... 55.00 - 2025-01-17 Call
 

Master data

WKN: JL025D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.38
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -1.24
Time value: 0.15
Break-even: 56.50
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.62
Spread abs.: 0.03
Spread %: 25.00%
Delta: 0.24
Theta: -0.01
Omega: 6.89
Rho: 0.05
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -47.83%
3 Months
  -55.56%
YTD
  -64.71%
1 Year
  -84.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.270 0.120
6M High / 6M Low: 0.550 0.120
High (YTD): 2024-04-11 0.550
Low (YTD): 2024-06-14 0.120
52W High: 2023-07-31 0.910
52W Low: 2024-06-14 0.120
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   1,785.714
Avg. price 6M:   0.274
Avg. volume 6M:   302.419
Avg. price 1Y:   0.435
Avg. volume 1Y:   147.638
Volatility 1M:   236.46%
Volatility 6M:   143.87%
Volatility 1Y:   131.66%
Volatility 3Y:   -