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JP Morgan Call 65 DAL 17.01.2025/  DE000JL589Z6  /

EUWAX
2024-06-17  9:22:22 AM Chg.-0.010 Bid3:41:53 PM Ask3:41:53 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 150,000		 0.120
Ask Size: 150,000		 Delta Air Lines Inc 65.00 USD 2025-01-17 Call
 

Master data

WKN: JL589Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.93
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -1.52
Time value: 0.12
Break-even: 61.93
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.20
Theta: -0.01
Omega: 7.50
Rho: 0.05
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -42.11%
3 Months  
+92.98%
YTD  
+18.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.200 0.100
6M High / 6M Low: 0.230 0.040
High (YTD): 2024-05-15 0.230
Low (YTD): 2024-01-22 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.143
Avg. volume 1M:   0.000
Avg. price 6M:   0.102
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   228.61%
Volatility 6M:   207.59%
Volatility 1Y:   -
Volatility 3Y:   -