JP Morgan Call 170 CLX 17.01.2025/  DE000JL1GPS0  /

EUWAX
2024-05-31  4:14:51 PM Chg.+0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.180EUR +12.50% -
Bid Size: -
-
Ask Size: -
Clorox Co 170.00 - 2025-01-17 Call
 

Master data

WKN: JL1GPS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Clorox Co
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.69
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.21
Parity: -4.87
Time value: 0.36
Break-even: 173.60
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 0.77
Spread abs.: 0.15
Spread %: 71.43%
Delta: 0.20
Theta: -0.02
Omega: 6.64
Rho: 0.13
 

Quote data

Open: 0.200
High: 0.200
Low: 0.180
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -61.70%
3 Months
  -83.49%
YTD
  -80.00%
1 Year
  -91.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.510 0.160
6M High / 6M Low: 1.350 0.160
High (YTD): 2024-02-05 1.350
Low (YTD): 2024-05-30 0.160
52W High: 2023-06-05 2.240
52W Low: 2024-05-30 0.160
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.331
Avg. volume 1M:   0.000
Avg. price 6M:   0.845
Avg. volume 6M:   0.000
Avg. price 1Y:   1.085
Avg. volume 1Y:   0.000
Volatility 1M:   159.82%
Volatility 6M:   133.91%
Volatility 1Y:   131.36%
Volatility 3Y:   -