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JP Morgan Call 220 CHV 17.01.2025/  DE000JL1F5X7  /

EUWAX
2024-06-06  10:04:04 AM Chg.-0.003 Bid11:21:29 AM Ask11:21:29 AM Underlying Strike price Expiration date Option type
0.027EUR -10.00% 0.025
Bid Size: 1,000		 0.230
Ask Size: 1,000		 CHEVRON CORP. D... 220.00 - 2025-01-17 Call
 

Master data

WKN: JL1F5X
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.78
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -7.75
Time value: 0.22
Break-even: 222.20
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 1.06
Spread abs.: 0.20
Spread %: 816.67%
Delta: 0.12
Theta: -0.02
Omega: 7.56
Rho: 0.09
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -55.74%
3 Months
  -48.08%
YTD
  -82.00%
1 Year
  -94.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.024
1M High / 1M Low: 0.068 0.024
6M High / 6M Low: 0.190 0.024
High (YTD): 2024-01-04 0.180
Low (YTD): 2024-06-04 0.024
52W High: 2023-09-27 0.700
52W Low: 2024-06-04 0.024
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.091
Avg. volume 6M:   0.000
Avg. price 1Y:   0.266
Avg. volume 1Y:   0.000
Volatility 1M:   233.57%
Volatility 6M:   193.53%
Volatility 1Y:   172.42%
Volatility 3Y:   -