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JP Morgan Call 215 CHV 17.01.2025/  DE000JL1F5Y5  /

EUWAX
2024-06-07  10:12:30 AM Chg.-0.002 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.034EUR -5.56% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 215.00 - 2025-01-17 Call
 

Master data

WKN: JL1F5Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 215.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -7.18
Time value: 0.23
Break-even: 217.30
Moneyness: 0.67
Premium: 0.52
Premium p.a.: 0.97
Spread abs.: 0.20
Spread %: 596.97%
Delta: 0.12
Theta: -0.02
Omega: 7.72
Rho: 0.09
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.036
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.17%
1 Month
  -55.26%
3 Months
  -49.25%
YTD
  -81.11%
1 Year
  -94.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.031
1M High / 1M Low: 0.090 0.031
6M High / 6M Low: 0.230 0.031
High (YTD): 2024-01-04 0.220
Low (YTD): 2024-06-04 0.031
52W High: 2023-09-27 0.800
52W Low: 2024-06-04 0.031
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   0.306
Avg. volume 1Y:   0.000
Volatility 1M:   243.39%
Volatility 6M:   195.87%
Volatility 1Y:   169.25%
Volatility 3Y:   -