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JP Morgan Call 75 NAQ 17.01.2025/  DE000JL09YQ0  /

EUWAX
2024-06-05  11:01:10 AM Chg.+0.009 Bid2:42:51 PM Ask2:42:51 PM Underlying Strike price Expiration date Option type
0.064EUR +16.36% -
Bid Size: -		 -
Ask Size: -		 NASDAQ INC. DL... 75.00 - 2025-01-17 Call
 

Master data

WKN: JL09YQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.65
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.21
Parity: -2.04
Time value: 0.11
Break-even: 76.10
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.71
Spread abs.: 0.05
Spread %: 71.88%
Delta: 0.16
Theta: -0.01
Omega: 8.06
Rho: 0.05
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.67%
1 Month
  -29.67%
3 Months  
+3.23%
YTD
  -57.33%
1 Year
  -70.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.075 0.055
1M High / 1M Low: 0.120 0.055
6M High / 6M Low: 0.190 0.055
High (YTD): 2024-04-11 0.190
Low (YTD): 2024-06-04 0.055
52W High: 2023-06-12 0.280
52W Low: 2024-06-04 0.055
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.110
Avg. volume 6M:   0.000
Avg. price 1Y:   0.111
Avg. volume 1Y:   0.000
Volatility 1M:   193.43%
Volatility 6M:   158.45%
Volatility 1Y:   156.14%
Volatility 3Y:   -