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JP Morgan Call 25 AR 17.01.2025/  DE000JL0TKS6  /

EUWAX
2024-05-29  9:15:13 AM Chg.+0.10 Bid12:36:32 PM Ask12:36:32 PM Underlying Strike price Expiration date Option type
1.10EUR +10.00% 1.10
Bid Size: 2,000		 1.13
Ask Size: 2,000		 Antero Resources Cor... 25.00 - 2025-01-17 Call
 

Master data

WKN: JL0TKS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Antero Resources Corporation
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.80
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.70
Implied volatility: 0.79
Historic volatility: 0.36
Parity: 0.70
Time value: 0.44
Break-even: 36.40
Moneyness: 1.28
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 2.70%
Delta: 0.77
Theta: -0.01
Omega: 2.16
Rho: 0.08
 

Quote data

Open: 1.10
High: 1.10
Low: 1.10
Previous Close: 1.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.85%
1 Month     0.00%
3 Months  
+92.98%
YTD  
+129.17%
1 Year  
+77.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.08 1.00
1M High / 1M Low: 1.17 0.99
6M High / 6M Low: 1.17 0.36
High (YTD): 2024-05-21 1.17
Low (YTD): 2024-02-12 0.36
52W High: 2024-05-21 1.17
52W Low: 2024-02-12 0.36
Avg. price 1W:   1.03
Avg. volume 1W:   0.00
Avg. price 1M:   1.07
Avg. volume 1M:   0.00
Avg. price 6M:   0.64
Avg. volume 6M:   83.06
Avg. price 1Y:   0.71
Avg. volume 1Y:   40.23
Volatility 1M:   77.87%
Volatility 6M:   97.15%
Volatility 1Y:   94.71%
Volatility 3Y:   -