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JP Morgan Call 16 BE 17.01.2025/  DE000JL2XZY0  /

EUWAX
2024-06-04  9:37:43 AM Chg.-0.040 Bid3:34:15 PM Ask3:34:15 PM Underlying Strike price Expiration date Option type
0.370EUR -9.76% 0.340
Bid Size: 7,500		 0.440
Ask Size: 7,500		 Bloom Energy Corpora... 16.00 - 2025-01-17 Call
 

Master data

WKN: JL2XZY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bloom Energy Corporation
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 2025-01-17
Issue date: 2023-05-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.07
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 1.15
Historic volatility: 0.60
Parity: -0.16
Time value: 0.47
Break-even: 20.70
Moneyness: 0.90
Premium: 0.43
Premium p.a.: 0.78
Spread abs.: 0.10
Spread %: 27.03%
Delta: 0.64
Theta: -0.01
Omega: 1.98
Rho: 0.03
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.95%
1 Month  
+94.74%
3 Months  
+208.33%
YTD
  -17.78%
1 Year
  -28.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.360
1M High / 1M Low: 0.450 0.160
6M High / 6M Low: 0.480 0.100
High (YTD): 2024-05-29 0.450
Low (YTD): 2024-02-26 0.100
52W High: 2023-07-17 0.740
52W Low: 2024-02-26 0.100
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.246
Avg. volume 6M:   0.000
Avg. price 1Y:   0.355
Avg. volume 1Y:   0.000
Volatility 1M:   280.64%
Volatility 6M:   201.69%
Volatility 1Y:   169.18%
Volatility 3Y:   -