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JP Morgan Call 65 NAQ 17.01.2025/  DE000JL0LVZ5  /

EUWAX
2024-06-05  8:56:28 AM Chg.+0.030 Bid2:02:01 PM Ask2:02:01 PM Underlying Strike price Expiration date Option type
0.240EUR +14.29% 0.250
Bid Size: 7,500		 0.280
Ask Size: 7,500		 NASDAQ INC. DL... 65.00 - 2025-01-17 Call
 

Master data

WKN: JL0LVZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.23
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.21
Parity: -1.04
Time value: 0.27
Break-even: 67.70
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.33
Theta: -0.01
Omega: 6.64
Rho: 0.09
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -25.00%
3 Months  
+14.29%
YTD
  -38.46%
1 Year
  -46.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.210
1M High / 1M Low: 0.400 0.210
6M High / 6M Low: 0.520 0.210
High (YTD): 2024-04-11 0.520
Low (YTD): 2024-06-04 0.210
52W High: 2023-06-12 0.530
52W Low: 2023-10-27 0.160
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.321
Avg. volume 1M:   0.000
Avg. price 6M:   0.328
Avg. volume 6M:   0.000
Avg. price 1Y:   0.292
Avg. volume 1Y:   0.000
Volatility 1M:   155.78%
Volatility 6M:   126.27%
Volatility 1Y:   128.58%
Volatility 3Y:   -