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JP Morgan Call 60 D 17.01.2025/  DE000JL1F657  /

EUWAX
12/06/2024  10:07:37 Chg.+0.010 Bid19:13:41 Ask19:13:41 Underlying Strike price Expiration date Option type
0.150EUR +7.14% 0.120
Bid Size: 125,000		 0.130
Ask Size: 125,000		 Dominion Energy Inc 60.00 - 17/01/2025 Call
 

Master data

WKN: JL1F65
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dominion Energy Inc
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.66
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -1.20
Time value: 0.18
Break-even: 61.80
Moneyness: 0.80
Premium: 0.29
Premium p.a.: 0.52
Spread abs.: 0.04
Spread %: 28.57%
Delta: 0.26
Theta: -0.01
Omega: 7.06
Rho: 0.07
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -28.57%
3 Months  
+7.14%
YTD     0.00%
1 Year
  -65.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.140
1M High / 1M Low: 0.220 0.140
6M High / 6M Low: 0.220 0.075
High (YTD): 03/06/2024 0.220
Low (YTD): 09/02/2024 0.075
52W High: 26/07/2023 0.460
52W Low: 09/02/2024 0.075
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.187
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   0.208
Avg. volume 1Y:   0.000
Volatility 1M:   161.83%
Volatility 6M:   193.57%
Volatility 1Y:   162.93%
Volatility 3Y:   -