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JP Morgan Call 120 R66 17.01.2025/  DE000JL2CUR9  /

EUWAX
2024-06-05  11:04:57 AM Chg.-0.09 Bid7:18:49 PM Ask7:18:49 PM Underlying Strike price Expiration date Option type
2.58EUR -3.37% 2.65
Bid Size: 50,000		 2.67
Ask Size: 50,000		 PHILLIPS 66 D... 120.00 - 2025-01-17 Call
 

Master data

WKN: JL2CUR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PHILLIPS 66 DL-,01
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.70
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.59
Implied volatility: 0.59
Historic volatility: 0.22
Parity: 0.59
Time value: 2.09
Break-even: 146.80
Moneyness: 1.05
Premium: 0.17
Premium p.a.: 0.28
Spread abs.: 0.08
Spread %: 3.08%
Delta: 0.65
Theta: -0.05
Omega: 3.05
Rho: 0.34
 

Quote data

Open: 2.58
High: 2.58
Low: 2.58
Previous Close: 2.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.96%
1 Month
  -20.12%
3 Months
  -23.89%
YTD
  -5.49%
1 Year  
+95.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.07 2.67
1M High / 1M Low: 3.45 2.67
6M High / 6M Low: 5.53 2.32
High (YTD): 2024-04-04 5.53
Low (YTD): 2024-01-18 2.39
52W High: 2024-04-04 5.53
52W Low: 2023-06-23 0.96
Avg. price 1W:   2.84
Avg. volume 1W:   0.00
Avg. price 1M:   3.12
Avg. volume 1M:   0.00
Avg. price 6M:   3.43
Avg. volume 6M:   0.00
Avg. price 1Y:   2.60
Avg. volume 1Y:   0.00
Volatility 1M:   73.91%
Volatility 6M:   74.23%
Volatility 1Y:   79.86%
Volatility 3Y:   -