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JP Morgan Call 20 VFP 17.01.2025/  DE000JL4KEG5  /

EUWAX
2024-06-07  8:21:35 AM Chg.+0.002 Bid5:39:53 PM Ask5:39:53 PM Underlying Strike price Expiration date Option type
0.061EUR +3.39% 0.060
Bid Size: 300,000		 0.070
Ask Size: 300,000		 V.F. CORP. 20.00 - 2025-01-17 Call
 

Master data

WKN: JL4KEG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: V.F. CORP.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2025-01-17
Issue date: 2023-05-23
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.39
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.51
Parity: -0.75
Time value: 0.08
Break-even: 20.76
Moneyness: 0.62
Premium: 0.67
Premium p.a.: 1.30
Spread abs.: 0.02
Spread %: 24.59%
Delta: 0.26
Theta: 0.00
Omega: 4.20
Rho: 0.01
 

Quote data

Open: 0.061
High: 0.061
Low: 0.061
Previous Close: 0.059
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.61%
1 Month  
+7.02%
3 Months
  -66.11%
YTD
  -83.95%
1 Year
  -85.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.051
1M High / 1M Low: 0.068 0.028
6M High / 6M Low: 0.470 0.028
High (YTD): 2024-01-02 0.370
Low (YTD): 2024-05-23 0.028
52W High: 2023-12-14 0.470
52W Low: 2024-05-23 0.028
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   0.175
Avg. volume 6M:   0.000
Avg. price 1Y:   0.257
Avg. volume 1Y:   0.000
Volatility 1M:   316.16%
Volatility 6M:   206.91%
Volatility 1Y:   195.97%
Volatility 3Y:   -