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JP Morgan Call 135 R66 17.01.2025/  DE000JL2EUS3  /

EUWAX
2024-06-05  11:05:06 AM Chg.-0.08 Bid1:31:18 PM Ask1:31:18 PM Underlying Strike price Expiration date Option type
1.84EUR -4.17% 1.88
Bid Size: 3,000		 1.94
Ask Size: 3,000		 PHILLIPS 66 D... 135.00 - 2025-01-17 Call
 

Master data

WKN: JL2EUS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PHILLIPS 66 DL-,01
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.49
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.22
Parity: -0.91
Time value: 1.94
Break-even: 154.40
Moneyness: 0.93
Premium: 0.23
Premium p.a.: 0.39
Spread abs.: 0.08
Spread %: 4.30%
Delta: 0.54
Theta: -0.05
Omega: 3.53
Rho: 0.30
 

Quote data

Open: 1.84
High: 1.84
Low: 1.84
Previous Close: 1.92
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.94%
1 Month
  -24.90%
3 Months
  -29.77%
YTD
  -11.54%
1 Year  
+93.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.27 1.92
1M High / 1M Low: 2.62 1.92
6M High / 6M Low: 4.55 1.72
High (YTD): 2024-04-04 4.55
Low (YTD): 2024-01-18 1.76
52W High: 2024-04-04 4.55
52W Low: 2023-06-23 0.65
Avg. price 1W:   2.07
Avg. volume 1W:   0.00
Avg. price 1M:   2.32
Avg. volume 1M:   0.00
Avg. price 6M:   2.67
Avg. volume 6M:   0.00
Avg. price 1Y:   1.98
Avg. volume 1Y:   0.00
Volatility 1M:   85.73%
Volatility 6M:   83.87%
Volatility 1Y:   91.13%
Volatility 3Y:   -