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JP Morgan Call 85 2M6 17.01.2025/  DE000JL5K6Y2  /

EUWAX
25/09/2024  10:43:29 Chg.0.000 Bid13:19:32 Ask13:19:32 Underlying Strike price Expiration date Option type
0.640EUR 0.00% 0.650
Bid Size: 20,000		 0.660
Ask Size: 20,000		 MEDTRONIC PLC DL-... 85.00 - 17/01/2025 Call
 

Master data

WKN: JL5K6Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MEDTRONIC PLC DL-,0001
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.34
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.16
Parity: -0.48
Time value: 0.65
Break-even: 91.50
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.48
Theta: -0.04
Omega: 5.87
Rho: 0.10
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.92%
1 Month  
+4.92%
3 Months  
+106.45%
YTD
  -17.95%
1 Year
  -21.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.590
1M High / 1M Low: 0.800 0.580
6M High / 6M Low: 0.810 0.180
High (YTD): 31/01/2024 1.070
Low (YTD): 16/07/2024 0.180
52W High: 31/01/2024 1.070
52W Low: 16/07/2024 0.180
Avg. price 1W:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.671
Avg. volume 1M:   0.000
Avg. price 6M:   0.462
Avg. volume 6M:   0.000
Avg. price 1Y:   0.583
Avg. volume 1Y:   0.000
Volatility 1M:   141.08%
Volatility 6M:   173.49%
Volatility 1Y:   141.10%
Volatility 3Y:   -