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JP Morgan Call 130 R66 17.01.2025/  DE000JL2EUR5  /

EUWAX
2024-05-31  10:53:21 AM Chg.-0.01 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.22EUR -0.45% -
Bid Size: -		 -
Ask Size: -		 PHILLIPS 66 D... 130.00 - 2025-01-17 Call
 

Master data

WKN: JL2EUR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PHILLIPS 66 DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.53
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.22
Parity: -0.22
Time value: 2.31
Break-even: 153.10
Moneyness: 0.98
Premium: 0.20
Premium p.a.: 0.33
Spread abs.: 0.08
Spread %: 3.59%
Delta: 0.59
Theta: -0.05
Omega: 3.29
Rho: 0.33
 

Quote data

Open: 2.22
High: 2.22
Low: 2.22
Previous Close: 2.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.02%
1 Month
  -30.84%
3 Months
  -18.98%
YTD
  -2.63%
1 Year  
+133.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.52 2.23
1M High / 1M Low: 3.21 2.23
6M High / 6M Low: 4.86 1.91
High (YTD): 2024-04-04 4.86
Low (YTD): 2024-01-18 1.96
52W High: 2024-04-04 4.86
52W Low: 2023-06-23 0.74
Avg. price 1W:   2.44
Avg. volume 1W:   0.00
Avg. price 1M:   2.64
Avg. volume 1M:   0.00
Avg. price 6M:   2.91
Avg. volume 6M:   0.00
Avg. price 1Y:   2.16
Avg. volume 1Y:   0.00
Volatility 1M:   107.09%
Volatility 6M:   78.23%
Volatility 1Y:   87.24%
Volatility 3Y:   -