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JP Morgan Call 60 DY6 20.06.2025/  DE000JB1ZYT2  /

EUWAX
2024-06-07  11:09:58 AM Chg.-0.010 Bid5:45:58 PM Ask5:45:58 PM Underlying Strike price Expiration date Option type
0.180EUR -5.26% 0.180
Bid Size: 150,000		 0.190
Ask Size: 150,000		 DEVON ENERGY CORP. D... 60.00 - 2025-06-20 Call
 

Master data

WKN: JB1ZYT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-06-20
Issue date: 2023-09-25
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.67
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: -1.71
Time value: 0.23
Break-even: 62.30
Moneyness: 0.72
Premium: 0.45
Premium p.a.: 0.43
Spread abs.: 0.05
Spread %: 27.78%
Delta: 0.28
Theta: -0.01
Omega: 5.15
Rho: 0.10
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -53.85%
3 Months
  -28.00%
YTD
  -47.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.190
1M High / 1M Low: 0.390 0.190
6M High / 6M Low: 0.580 0.180
High (YTD): 2024-04-11 0.580
Low (YTD): 2024-02-06 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.312
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.73%
Volatility 6M:   110.50%
Volatility 1Y:   -
Volatility 3Y:   -