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JP Morgan Call 135 R66 17.01.2025/  DE000JL2EUS3  /

EUWAX
2024-05-31  10:53:21 AM Chg.0.00 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.99EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 6.17
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.22
Parity: -0.72
Time value: 2.07
Break-even: 155.70
Moneyness: 0.95
Premium: 0.22
Premium p.a.: 0.37
Spread abs.: 0.08
Spread %: 4.02%
Delta: 0.56
Theta: -0.05
Omega: 3.45
Rho: 0.32
 

Quote data

Open: 1.99
High: 1.99
Low: 1.99
Previous Close: 1.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.55%
1 Month
  -32.31%
3 Months
  -20.40%
YTD
  -4.33%
1 Year  
+134.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.27 1.99
1M High / 1M Low: 2.94 1.99
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:   2.20
Avg. volume 1W:   0.00
Avg. price 1M:   2.39
Avg. volume 1M:   0.00
Avg. price 6M:   2.67
Avg. volume 6M:   0.00
Avg. price 1Y:   1.97
Avg. volume 1Y:   0.00
Volatility 1M:   110.14%
Volatility 6M:   81.79%
Volatility 1Y:   91.60%
Volatility 3Y:   -