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JP Morgan Call 130 R66 17.01.2025/  DE000JL2EUR5  /

EUWAX
2024-06-05  11:05:04 AM Chg.-0.08 Bid3:45:23 PM Ask3:45:23 PM Underlying Strike price Expiration date Option type
2.07EUR -3.72% 2.08
Bid Size: 75,000		 2.10
Ask Size: 75,000		 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: 5.80
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.22
Parity: -0.41
Time value: 2.17
Break-even: 151.70
Moneyness: 0.97
Premium: 0.21
Premium p.a.: 0.35
Spread abs.: 0.08
Spread %: 3.83%
Delta: 0.58
Theta: -0.05
Omega: 3.36
Rho: 0.32
 

Quote data

Open: 2.07
High: 2.07
Low: 2.07
Previous Close: 2.15
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month
  -23.05%
3 Months
  -27.62%
YTD
  -9.21%
1 Year  
+95.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.52 2.15
1M High / 1M Low: 2.88 2.15
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:   2.31
Avg. volume 1W:   0.00
Avg. price 1M:   2.57
Avg. volume 1M:   0.00
Avg. price 6M:   2.91
Avg. volume 6M:   0.00
Avg. price 1Y:   2.18
Avg. volume 1Y:   0.00
Volatility 1M:   82.46%
Volatility 6M:   80.28%
Volatility 1Y:   86.81%
Volatility 3Y:   -