OverviewChartNewsTraderScreen

JP Morgan Call 160 CLX 17.01.2025/  DE000JL1GPR2  /

EUWAX
2024-05-31  4:14:51 PM Chg.+0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.300EUR +11.11% -
Bid Size: -		 -
Ask Size: -		 Clorox Co 160.00 - 2025-01-17 Call
 

Master data

WKN: JL1GPR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Clorox Co
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.25
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.21
Parity: -3.87
Time value: 0.50
Break-even: 165.00
Moneyness: 0.76
Premium: 0.36
Premium p.a.: 0.63
Spread abs.: 0.15
Spread %: 42.86%
Delta: 0.26
Theta: -0.03
Omega: 6.19
Rho: 0.16
 

Quote data

Open: 0.340
High: 0.340
Low: 0.300
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -57.75%
3 Months
  -79.59%
YTD
  -74.79%
1 Year
  -88.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.270
1M High / 1M Low: 0.780 0.270
6M High / 6M Low: 1.750 0.270
High (YTD): 2024-02-05 1.750
Low (YTD): 2024-05-30 0.270
52W High: 2023-06-05 2.690
52W Low: 2024-05-30 0.270
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.533
Avg. volume 1M:   0.000
Avg. price 6M:   1.149
Avg. volume 6M:   0.000
Avg. price 1Y:   1.405
Avg. volume 1Y:   0.000
Volatility 1M:   144.45%
Volatility 6M:   120.90%
Volatility 1Y:   119.50%
Volatility 3Y:   -