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JP Morgan Call 145 ON 17.01.2025/  DE000JL7XZY9  /

EUWAX
2024-06-07  11:18:14 AM Chg.-0.010 Bid3:53:22 PM Ask3:53:22 PM Underlying Strike price Expiration date Option type
0.037EUR -21.28% 0.036
Bid Size: 30,000		 0.066
Ask Size: 30,000		 ON Semiconductor 145.00 USD 2025-01-17 Call
 

Master data

WKN: JL7XZY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ON Semiconductor
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.51
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.40
Parity: -6.66
Time value: 0.14
Break-even: 134.53
Moneyness: 0.50
Premium: 1.02
Premium p.a.: 2.15
Spread abs.: 0.10
Spread %: 278.38%
Delta: 0.11
Theta: -0.01
Omega: 5.33
Rho: 0.04
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.047
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month
  -5.13%
3 Months
  -73.57%
YTD
  -88.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.036
1M High / 1M Low: 0.057 0.033
6M High / 6M Low: 0.360 0.030
High (YTD): 2024-01-02 0.270
Low (YTD): 2024-04-22 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.134
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   312.39%
Volatility 6M:   261.94%
Volatility 1Y:   -
Volatility 3Y:   -