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JP Morgan Call 140 R66 17.01.2025/  DE000JL2EUT1  /

EUWAX
2024-06-05  11:05:05 AM Chg.-0.07 Bid8:03:56 PM Ask8:03:56 PM Underlying Strike price Expiration date Option type
1.63EUR -4.12% 1.69
Bid Size: 75,000		 1.71
Ask Size: 75,000		 PHILLIPS 66 D... 140.00 - 2025-01-17 Call
 

Master data

WKN: JL2EUT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PHILLIPS 66 DL-,01
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.28
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.22
Parity: -1.41
Time value: 1.73
Break-even: 157.30
Moneyness: 0.90
Premium: 0.25
Premium p.a.: 0.43
Spread abs.: 0.08
Spread %: 4.85%
Delta: 0.51
Theta: -0.05
Omega: 3.70
Rho: 0.29
 

Quote data

Open: 1.63
High: 1.63
Low: 1.63
Previous Close: 1.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.70%
1 Month
  -26.58%
3 Months
  -32.08%
YTD
  -13.30%
1 Year  
+91.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.03 1.70
1M High / 1M Low: 2.38 1.70
6M High / 6M Low: 4.25 1.54
High (YTD): 2024-04-04 4.25
Low (YTD): 2024-01-18 1.57
52W High: 2024-04-04 4.25
52W Low: 2023-06-23 0.57
Avg. price 1W:   1.84
Avg. volume 1W:   0.00
Avg. price 1M:   2.09
Avg. volume 1M:   0.00
Avg. price 6M:   2.44
Avg. volume 6M:   0.00
Avg. price 1Y:   1.80
Avg. volume 1Y:   0.00
Volatility 1M:   91.82%
Volatility 6M:   88.05%
Volatility 1Y:   95.87%
Volatility 3Y:   -