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JP Morgan Call 15 BE 17.01.2025/  DE000JL1SEY7  /

EUWAX
2024-06-04  11:23:37 AM Chg.-0.060 Bid4:16:55 PM Ask4:16:55 PM Underlying Strike price Expiration date Option type
0.400EUR -13.04% 0.380
Bid Size: 75,000		 0.440
Ask Size: 75,000		 Bloom Energy Corpora... 15.00 - 2025-01-17 Call
 

Master data

WKN: JL1SEY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bloom Energy Corporation
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2025-01-17
Issue date: 2023-05-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.83
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 1.18
Historic volatility: 0.60
Parity: -0.06
Time value: 0.51
Break-even: 20.10
Moneyness: 0.96
Premium: 0.39
Premium p.a.: 0.70
Spread abs.: 0.10
Spread %: 24.39%
Delta: 0.67
Theta: -0.01
Omega: 1.91
Rho: 0.03
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.57%
1 Month  
+90.48%
3 Months  
+185.71%
YTD
  -16.67%
1 Year
  -27.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.420
1M High / 1M Low: 0.510 0.180
6M High / 6M Low: 0.520 0.110
High (YTD): 2024-05-28 0.510
Low (YTD): 2024-02-26 0.110
52W High: 2023-07-17 0.770
52W Low: 2024-02-26 0.110
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   0.000
Avg. price 1Y:   0.384
Avg. volume 1Y:   0.000
Volatility 1M:   277.35%
Volatility 6M:   192.78%
Volatility 1Y:   160.38%
Volatility 3Y:   -