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JP Morgan Call 60 D 17.01.2025/  DE000JL1F657  /

EUWAX
20/05/2024  09:49:14 Chg.-0.010 Bid13:28:50 Ask13:28:50 Underlying Strike price Expiration date Option type
0.200EUR -4.76% 0.200
Bid Size: 7,500		 0.230
Ask Size: 7,500		 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: 20.50
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -1.08
Time value: 0.24
Break-even: 62.40
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 14.29%
Delta: 0.31
Theta: -0.01
Omega: 6.43
Rho: 0.09
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month  
+53.85%
3 Months  
+100.00%
YTD  
+33.33%
1 Year
  -56.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.190
1M High / 1M Low: 0.220 0.170
6M High / 6M Low: 0.220 0.075
High (YTD): 02/05/2024 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:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.220
Avg. volume 1Y:   0.000
Volatility 1M:   142.97%
Volatility 6M:   188.34%
Volatility 1Y:   161.06%
Volatility 3Y:   -