OverviewChartNewsTraderScreen

JP Morgan Call 70 NET 17.01.2025/  DE000JL1CH01  /

EUWAX
2024-06-05  10:48:59 AM Chg.+0.10 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.07EUR +10.31% -
Bid Size: -		 -
Ask Size: -		 Cloudflare Inc 70.00 - 2025-01-17 Call
 

Master data

WKN: JL1CH0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cloudflare Inc
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.84
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.49
Parity: -0.75
Time value: 1.07
Break-even: 80.70
Moneyness: 0.89
Premium: 0.29
Premium p.a.: 0.51
Spread abs.: 0.05
Spread %: 4.90%
Delta: 0.53
Theta: -0.03
Omega: 3.12
Rho: 0.14
 

Quote data

Open: 1.07
High: 1.07
Low: 1.07
Previous Close: 0.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.14%
1 Month
  -30.52%
3 Months
  -69.60%
YTD
  -58.37%
1 Year
  -52.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.14 0.97
1M High / 1M Low: 1.54 0.97
6M High / 6M Low: 4.35 0.97
High (YTD): 2024-02-09 4.35
Low (YTD): 2024-06-04 0.97
52W High: 2024-02-09 4.35
52W Low: 2024-06-04 0.97
Avg. price 1W:   1.06
Avg. volume 1W:   0.00
Avg. price 1M:   1.36
Avg. volume 1M:   130.43
Avg. price 6M:   2.59
Avg. volume 6M:   24
Avg. price 1Y:   2.15
Avg. volume 1Y:   11.72
Volatility 1M:   96.62%
Volatility 6M:   138.14%
Volatility 1Y:   131.93%
Volatility 3Y:   -