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JP Morgan Call 55 NAQ 17.01.2025/  DE000JL0LW02  /

EUWAX
2024-06-04  8:56:00 AM Chg.- Bid8:41:32 AM Ask8:41:32 AM Underlying Strike price Expiration date Option type
0.660EUR - -
Bid Size: -		 -
Ask Size: -		 NASDAQ INC. DL... 55.00 - 2025-01-17 Call
 

Master data

WKN: JL0LW0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.28
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.21
Parity: -0.04
Time value: 0.75
Break-even: 62.50
Moneyness: 0.99
Premium: 0.14
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 4.17%
Delta: 0.58
Theta: -0.02
Omega: 4.25
Rho: 0.15
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -21.43%
3 Months  
+4.76%
YTD
  -22.35%
1 Year
  -25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.660
1M High / 1M Low: 0.980 0.660
6M High / 6M Low: 1.110 0.610
High (YTD): 2024-04-12 1.110
Low (YTD): 2024-02-21 0.610
52W High: 2024-04-12 1.110
52W Low: 2023-10-03 0.400
Avg. price 1W:   0.718
Avg. volume 1W:   0.000
Avg. price 1M:   0.856
Avg. volume 1M:   272.727
Avg. price 6M:   0.800
Avg. volume 6M:   106.400
Avg. price 1Y:   0.684
Avg. volume 1Y:   72.656
Volatility 1M:   110.44%
Volatility 6M:   86.23%
Volatility 1Y:   93.46%
Volatility 3Y:   -