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JP Morgan Call 14 BE 17.01.2025/  DE000JL2A5S1  /

EUWAX
2024-06-04  11:29:34 AM Chg.-0.070 Bid2:04:46 PM Ask2:04:46 PM Underlying Strike price Expiration date Option type
0.440EUR -13.73% 0.440
Bid Size: 7,500		 0.590
Ask Size: 7,500		 Bloom Energy Corpora... 14.00 - 2025-01-17 Call
 

Master data

WKN: JL2A5S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bloom Energy Corporation
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2025-01-17
Issue date: 2023-05-15
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.41
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.04
Implied volatility: 1.33
Historic volatility: 0.60
Parity: 0.04
Time value: 0.56
Break-even: 20.00
Moneyness: 1.03
Premium: 0.39
Premium p.a.: 0.69
Spread abs.: 0.15
Spread %: 33.33%
Delta: 0.72
Theta: -0.01
Omega: 1.73
Rho: 0.03
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.52%
1 Month  
+83.33%
3 Months  
+193.33%
YTD
  -15.38%
1 Year
  -24.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.460
1M High / 1M Low: 0.540 0.210
6M High / 6M Low: 0.560 0.130
High (YTD): 2024-05-28 0.540
Low (YTD): 2024-02-26 0.130
52W High: 2023-07-17 0.810
52W Low: 2024-02-26 0.130
Avg. price 1W:   0.504
Avg. volume 1W:   0.000
Avg. price 1M:   0.358
Avg. volume 1M:   0.000
Avg. price 6M:   0.300
Avg. volume 6M:   0.000
Avg. price 1Y:   0.414
Avg. volume 1Y:   0.000
Volatility 1M:   254.30%
Volatility 6M:   182.26%
Volatility 1Y:   151.16%
Volatility 3Y:   -