JP Morgan Call 105 R66 17.01.2025
/ DE000JL2CUN8
JP Morgan Call 105 R66 17.01.2025/ DE000JL2CUN8 /
| 2024-05-30 10:56:47 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.68EUR |
- |
-
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: |
3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.28 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.22 |
| Parity: |
2.28 |
| Time value: |
1.46 |
| Break-even: |
142.40 |
| Moneyness: |
1.22 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.08 |
| Spread %: |
2.19% |
| Delta: |
0.76 |
| Theta: |
-0.05 |
| Omega: |
2.58 |
| Rho: |
0.37 |
Quote data
| Open: |
3.68 |
| High: |
3.68 |
| Low: |
3.68 |
| Previous Close: |
4.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.60% |
| 1 Month |
|
|
-23.81% |
| 3 Months |
|
|
-11.11% |
| YTD |
|
|
+5.14% |
| 1 Year |
|
|
+128.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.05 |
3.68 |
| 1M High / 1M Low: |
4.83 |
3.68 |
| 6M High / 6M Low: |
6.64 |
3.04 |
| 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: |
|
3.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.33 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
87.51% |
| Volatility 6M: |
|
62.98% |
| Volatility 1Y: |
|
69.29% |
| Volatility 3Y: |
|
- |
