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JP Morgan Call 40 VFP 17.01.2025/  DE000JL1Y4N8  /

EUWAX
2024-06-06  1:59:52 PM Chg.0.000 Bid4:08:04 PM Ask4:08:04 PM Underlying Strike price Expiration date Option type
0.004EUR 0.00% 0.005
Bid Size: 100,000		 0.015
Ask Size: 100,000		 V.F. CORP. 40.00 - 2025-01-17 Call
 

Master data

WKN: JL1Y4N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: V.F. CORP.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.51
Parity: -2.76
Time value: 0.03
Break-even: 40.34
Moneyness: 0.31
Premium: 2.26
Premium p.a.: 5.79
Spread abs.: 0.03
Spread %: 750.00%
Delta: 0.11
Theta: 0.00
Omega: 3.83
Rho: 0.01
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -20.00%
3 Months
  -80.00%
YTD
  -93.75%
1 Year
  -94.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.002
1M High / 1M Low: 0.005 0.002
6M High / 6M Low: 0.087 0.002
High (YTD): 2024-01-02 0.058
Low (YTD): 2024-05-30 0.002
52W High: 2023-06-07 0.100
52W Low: 2024-05-30 0.002
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.023
Avg. volume 6M:   0.000
Avg. price 1Y:   0.042
Avg. volume 1Y:   0.000
Volatility 1M:   359.68%
Volatility 6M:   273.43%
Volatility 1Y:   252.15%
Volatility 3Y:   -