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JP Morgan Call 74 KTF 17.01.2025/  DE000JL0DEX3  /

EUWAX
2024-09-20  8:55:36 AM Chg.-0.040 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.350EUR -10.26% -
Bid Size: -		 -
Ask Size: -		 MONDELEZ INTL INC. A 74.00 - 2025-01-17 Call
 

Master data

WKN: JL0DEX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 74.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.79
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.16
Parity: -0.75
Time value: 0.32
Break-even: 77.20
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.37
Theta: -0.02
Omega: 7.64
Rho: 0.07
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month  
+66.67%
3 Months  
+191.67%
YTD
  -44.44%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.350
1M High / 1M Low: 0.440 0.180
6M High / 6M Low: 0.470 0.086
High (YTD): 2024-02-05 0.880
Low (YTD): 2024-07-16 0.086
52W High: 2024-02-05 0.880
52W Low: 2024-07-16 0.086
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   0.238
Avg. volume 6M:   0.000
Avg. price 1Y:   0.415
Avg. volume 1Y:   0.000
Volatility 1M:   278.97%
Volatility 6M:   218.77%
Volatility 1Y:   170.85%
Volatility 3Y:   -