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JP Morgan Call 225 CHV 17.01.2025/  DE000JL1F5Z2  /

EUWAX
2024-05-17  9:58:42 AM Chg.-0.001 Bid3:03:03 PM Ask3:03:03 PM Underlying Strike price Expiration date Option type
0.040EUR -2.44% 0.040
Bid Size: 1,000		 0.240
Ask Size: 1,000		 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: 61.76
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.18
Parity: -7.68
Time value: 0.24
Break-even: 227.40
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 0.89
Spread abs.: 0.20
Spread %: 515.38%
Delta: 0.12
Theta: -0.02
Omega: 7.62
Rho: 0.11
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.041
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.57%
1 Month
  -31.03%
3 Months
  -58.33%
YTD
  -69.23%
1 Year
  -92.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.051 0.041
1M High / 1M Low: 0.081 0.041
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:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.083
Avg. volume 6M:   0.000
Avg. price 1Y:   0.253
Avg. volume 1Y:   0.000
Volatility 1M:   161.83%
Volatility 6M:   175.55%
Volatility 1Y:   165.19%
Volatility 3Y:   -