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JP Morgan Call 25 VFP 17.01.2025/  DE000JL1Y4K4  /

EUWAX
2024-06-07  11:16:54 AM Chg.-0.001 Bid9:53:39 PM Ask9:53:39 PM Underlying Strike price Expiration date Option type
0.025EUR -3.85% 0.024
Bid Size: 200,000		 0.034
Ask Size: 200,000		 V.F. CORP. 25.00 - 2025-01-17 Call
 

Master data

WKN: JL1Y4K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: V.F. CORP.
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.15
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.51
Parity: -1.25
Time value: 0.04
Break-even: 25.40
Moneyness: 0.50
Premium: 1.04
Premium p.a.: 2.19
Spread abs.: 0.02
Spread %: 60.00%
Delta: 0.15
Theta: 0.00
Omega: 4.62
Rho: 0.01
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.026
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month     0.00%
3 Months
  -73.68%
YTD
  -89.58%
1 Year
  -91.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.028 0.020
1M High / 1M Low: 0.028 0.011
6M High / 6M Low: 0.310 0.011
High (YTD): 2024-01-02 0.220
Low (YTD): 2024-05-23 0.011
52W High: 2023-12-15 0.310
52W Low: 2024-05-23 0.011
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   0.000
Avg. price 1Y:   0.154
Avg. volume 1Y:   0.000
Volatility 1M:   362.69%
Volatility 6M:   238.69%
Volatility 1Y:   216.31%
Volatility 3Y:   -