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JP Morgan Call 170 VEE 17.01.2025/  DE000JL2A5W3  /

EUWAX
2024-05-31  4:24:49 PM Chg.-1.69 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.18EUR -43.67% -
Bid Size: -		 -
Ask Size: -		 VEEVA SYSTEMS A DL-,... 170.00 - 2025-01-17 Call
 

Master data

WKN: JL2A5W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VEEVA SYSTEMS A DL-,00001
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-05-15
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.11
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.28
Parity: -0.94
Time value: 2.26
Break-even: 192.60
Moneyness: 0.94
Premium: 0.20
Premium p.a.: 0.33
Spread abs.: 0.15
Spread %: 7.11%
Delta: 0.54
Theta: -0.06
Omega: 3.86
Rho: 0.41
 

Quote data

Open: 2.38
High: 2.38
Low: 2.18
Previous Close: 3.87
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -49.42%
3 Months
  -66.82%
YTD
  -50.00%
1 Year
  -47.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.29 2.18
1M High / 1M Low: 4.90 2.18
6M High / 6M Low: 7.12 2.18
High (YTD): 2024-03-27 7.12
Low (YTD): 2024-05-31 2.18
52W High: 2023-09-12 7.42
52W Low: 2024-05-31 2.18
Avg. price 1W:   3.75
Avg. volume 1W:   0.00
Avg. price 1M:   4.31
Avg. volume 1M:   0.00
Avg. price 6M:   5.06
Avg. volume 6M:   0.00
Avg. price 1Y:   5.16
Avg. volume 1Y:   0.00
Volatility 1M:   163.81%
Volatility 6M:   93.17%
Volatility 1Y:   97.79%
Volatility 3Y:   -