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JP Morgan Call 220 CHV 17.01.2025/  DE000JL1F5X7  /

EUWAX
2024-05-16  9:55:46 AM Chg.-0.002 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.054EUR -3.57% -
Bid Size: -		 -
Ask Size: -		 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: 59.90
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -7.03
Time value: 0.25
Break-even: 222.50
Moneyness: 0.68
Premium: 0.49
Premium p.a.: 0.80
Spread abs.: 0.20
Spread %: 400.00%
Delta: 0.13
Theta: -0.02
Omega: 7.88
Rho: 0.12
 

Quote data

Open: 0.054
High: 0.054
Low: 0.054
Previous Close: 0.056
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month
  -37.93%
3 Months
  -55.00%
YTD
  -64.00%
1 Year
  -90.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.056
1M High / 1M Low: 0.100 0.056
6M High / 6M Low: 0.190 0.045
High (YTD): 2024-01-04 0.180
Low (YTD): 2024-03-07 0.045
52W High: 2023-09-27 0.700
52W Low: 2024-03-07 0.045
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.103
Avg. volume 6M:   0.000
Avg. price 1Y:   0.296
Avg. volume 1Y:   0.000
Volatility 1M:   171.24%
Volatility 6M:   176.92%
Volatility 1Y:   163.02%
Volatility 3Y:   -