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JP Morgan Call 72 KTF 17.01.2025/  DE000JL0DET1  /

EUWAX
2024-06-14  8:47:30 AM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.180EUR +5.88% -
Bid Size: -		 -
Ask Size: -		 MONDELEZ INTL INC. A 72.00 - 2025-01-17 Call
 

Master data

WKN: JL0DET
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 72.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.17
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -1.05
Time value: 0.18
Break-even: 73.80
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.27
Theta: -0.01
Omega: 9.29
Rho: 0.09
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -59.09%
3 Months
  -65.38%
YTD
  -75.34%
1 Year
  -82.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.170
1M High / 1M Low: 0.470 0.170
6M High / 6M Low: 1.000 0.170
High (YTD): 2024-02-05 1.000
Low (YTD): 2024-06-13 0.170
52W High: 2023-08-03 1.150
52W Low: 2024-06-13 0.170
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.291
Avg. volume 1M:   0.000
Avg. price 6M:   0.561
Avg. volume 6M:   0.000
Avg. price 1Y:   0.685
Avg. volume 1Y:   0.000
Volatility 1M:   188.24%
Volatility 6M:   124.82%
Volatility 1Y:   106.70%
Volatility 3Y:   -