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JP Morgan Call 95 CPA 17.01.2025/  DE000JL2F6K1  /

EUWAX
2024-06-17  11:01:18 AM Chg.- Bid10:39:41 AM Ask10:39:41 AM Underlying Strike price Expiration date Option type
0.530EUR - 0.620
Bid Size: 10,000		 0.630
Ask Size: 10,000		 COLGATE-PALMOLIVE ... 95.00 - 2025-01-17 Call
 

Master data

WKN: JL2F6K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: COLGATE-PALMOLIVE DL 1
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2025-01-17
Issue date: 2023-04-24
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.41
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.13
Parity: -0.57
Time value: 0.62
Break-even: 101.20
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.47
Theta: -0.02
Omega: 6.76
Rho: 0.21
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.00%
1 Month
  -8.62%
3 Months  
+43.24%
YTD  
+152.38%
1 Year  
+70.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.450
1M High / 1M Low: 0.590 0.370
6M High / 6M Low: 0.630 0.180
High (YTD): 2024-05-13 0.630
Low (YTD): 2024-01-25 0.200
52W High: 2024-05-13 0.630
52W Low: 2023-10-11 0.120
Avg. price 1W:   0.504
Avg. volume 1W:   0.000
Avg. price 1M:   0.490
Avg. volume 1M:   0.000
Avg. price 6M:   0.356
Avg. volume 6M:   161.290
Avg. price 1Y:   0.274
Avg. volume 1Y:   78.740
Volatility 1M:   162.73%
Volatility 6M:   127.05%
Volatility 1Y:   131.88%
Volatility 3Y:   -