JP Morgan Call 105 R66 17.01.2025
/ DE000JL2CUN8
JP Morgan Call 105 R66 17.01.2025/ DE000JL2CUN8 /
| 2024-05-28 9:59:40 AM |
Chg.+0.02 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.05EUR |
+0.50% |
-
Bid Size: - |
-
Ask Size: - |
PHILLIPS 66 D... |
105.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL2CUN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PHILLIPS 66 DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
2.64 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.22 |
| Parity: |
2.64 |
| Time value: |
1.63 |
| Break-even: |
147.70 |
| Moneyness: |
1.25 |
| Premium: |
0.12 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.20 |
| Spread %: |
4.91% |
| Delta: |
0.77 |
| Theta: |
-0.05 |
| Omega: |
2.35 |
| Rho: |
0.37 |
Quote data
| Open: |
4.05 |
| High: |
4.05 |
| Low: |
4.05 |
| Previous Close: |
4.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.50% |
| 1 Month |
|
|
-16.15% |
| 3 Months |
|
|
-2.17% |
| YTD |
|
|
+15.71% |
| 1 Year |
|
|
+122.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.07 |
3.94 |
| 1M High / 1M Low: |
4.83 |
3.89 |
| 6M High / 6M Low: |
6.64 |
2.82 |
| High (YTD): |
2024-04-04 |
6.64 |
| Low (YTD): |
2024-01-18 |
3.13 |
| 52W High: |
2024-04-04 |
6.64 |
| 52W Low: |
2023-06-23 |
1.37 |
| Avg. price 1W: |
|
4.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.31 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
84.84% |
| Volatility 6M: |
|
66.12% |
| Volatility 1Y: |
|
69.22% |
| Volatility 3Y: |
|
- |
