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JP Morgan Call 14 BE 17.01.2025/  DE000JL2A5S1  /

EUWAX
2024-05-29  11:17:12 AM Chg.-0.040 Bid11:40:57 AM Ask11:40:57 AM Underlying Strike price Expiration date Option type
0.500EUR -7.41% 0.500
Bid Size: 7,500		 0.650
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: 2.27
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.12
Implied volatility: 1.34
Historic volatility: 0.60
Parity: 0.12
Time value: 0.55
Break-even: 20.70
Moneyness: 1.09
Premium: 0.36
Premium p.a.: 0.62
Spread abs.: 0.15
Spread %: 28.85%
Delta: 0.74
Theta: -0.01
Omega: 1.68
Rho: 0.03
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.64%
1 Month  
+138.10%
3 Months  
+233.33%
YTD
  -3.85%
1 Year
  -12.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.440
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:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.307
Avg. volume 1M:   0.000
Avg. price 6M:   0.298
Avg. volume 6M:   0.000
Avg. price 1Y:   0.416
Avg. volume 1Y:   0.000
Volatility 1M:   239.49%
Volatility 6M:   182.79%
Volatility 1Y:   150.23%
Volatility 3Y:   -