OverviewChartNewsTraderScreen

JP Morgan Call 60 NAQ 17.01.2025/  DE000JL0LVX0  /

EUWAX
2024-05-31  8:56:17 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.440EUR -2.22% -
Bid Size: -		 -
Ask Size: -		 NASDAQ INC. DL... 60.00 - 2025-01-17 Call
 

Master data

WKN: JL0LVX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.85
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.21
Parity: -0.55
Time value: 0.46
Break-even: 64.60
Moneyness: 0.91
Premium: 0.18
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 6.98%
Delta: 0.46
Theta: -0.02
Omega: 5.41
Rho: 0.13
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.14%
1 Month
  -16.98%
3 Months  
+12.82%
YTD
  -25.42%
1 Year
  -29.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.450
1M High / 1M Low: 0.660 0.450
6M High / 6M Low: 0.780 0.370
High (YTD): 2024-04-12 0.780
Low (YTD): 2024-03-06 0.370
52W High: 2024-04-12 0.780
52W Low: 2023-10-27 0.260
Avg. price 1W:   0.554
Avg. volume 1W:   0.000
Avg. price 1M:   0.564
Avg. volume 1M:   0.000
Avg. price 6M:   0.532
Avg. volume 6M:   0.000
Avg. price 1Y:   0.461
Avg. volume 1Y:   0.000
Volatility 1M:   125.41%
Volatility 6M:   104.59%
Volatility 1Y:   110.74%
Volatility 3Y:   -