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JP Morgan Call 225 CHV 17.01.2025/  DE000JL1F5Z2  /

EUWAX
2024-05-20  9:49:12 AM Chg.+0.003 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.043EUR +7.50% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 225.00 - 2025-01-17 Call
 

Master data

WKN: JL1F5Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 225.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.34
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.18
Parity: -7.54
Time value: 0.24
Break-even: 227.40
Moneyness: 0.66
Premium: 0.52
Premium p.a.: 0.88
Spread abs.: 0.20
Spread %: 471.43%
Delta: 0.12
Theta: -0.02
Omega: 7.74
Rho: 0.11
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.00%
1 Month
  -35.82%
3 Months
  -54.74%
YTD
  -66.92%
1 Year
  -91.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.040
1M High / 1M Low: 0.081 0.040
6M High / 6M Low: 0.160 0.036
High (YTD): 2024-01-04 0.150
Low (YTD): 2024-03-07 0.036
52W High: 2023-09-27 0.610
52W Low: 2024-03-07 0.036
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   0.000
Avg. price 1Y:   0.249
Avg. volume 1Y:   0.000
Volatility 1M:   157.23%
Volatility 6M:   175.57%
Volatility 1Y:   165.71%
Volatility 3Y:   -