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JP Morgan Call 60 DY6 17.01.2025/  DE000JL025E6  /

EUWAX
2024-06-24  9:46:56 AM Chg.-0.004 Bid9:57:12 PM Ask9:57:12 PM Underlying Strike price Expiration date Option type
0.058EUR -6.45% 0.080
Bid Size: 7,500		 0.120
Ask Size: 7,500		 DEVON ENERGY CORP. D... 60.00 - 2025-01-17 Call
 

Master data

WKN: JL025E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -1.71
Time value: 0.10
Break-even: 60.98
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 0.86
Spread abs.: 0.04
Spread %: 68.97%
Delta: 0.17
Theta: -0.01
Omega: 7.40
Rho: 0.04
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.062
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.94%
1 Month
  -41.41%
3 Months
  -65.88%
YTD
  -75.83%
1 Year
  -87.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.057
1M High / 1M Low: 0.120 0.057
6M High / 6M Low: 0.370 0.057
High (YTD): 2024-04-11 0.370
Low (YTD): 2024-06-20 0.057
52W High: 2023-07-31 0.740
52W Low: 2024-06-20 0.057
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.165
Avg. volume 6M:   0.000
Avg. price 1Y:   0.308
Avg. volume 1Y:   0.000
Volatility 1M:   205.04%
Volatility 6M:   160.70%
Volatility 1Y:   143.56%
Volatility 3Y:   -