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JP Morgan Call 30 AR 17.01.2025/  DE000JL0TKT4  /

EUWAX
2024-06-04  9:20:58 AM Chg.-0.050 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.830EUR -5.68% -
Bid Size: -		 -
Ask Size: -		 Antero Resources Cor... 30.00 - 2025-01-17 Call
 

Master data

WKN: JL0TKT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Antero Resources Corporation
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.74
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.22
Implied volatility: 0.74
Historic volatility: 0.35
Parity: 0.22
Time value: 0.64
Break-even: 38.60
Moneyness: 1.07
Premium: 0.20
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 3.61%
Delta: 0.67
Theta: -0.02
Omega: 2.52
Rho: 0.08
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.28%
1 Month  
+13.70%
3 Months  
+102.44%
YTD  
+151.52%
1 Year  
+76.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.720
1M High / 1M Low: 0.880 0.720
6M High / 6M Low: 0.880 0.240
High (YTD): 2024-06-03 0.880
Low (YTD): 2024-02-14 0.240
52W High: 2024-06-03 0.880
52W Low: 2024-02-14 0.240
Avg. price 1W:   0.802
Avg. volume 1W:   0.000
Avg. price 1M:   0.788
Avg. volume 1M:   0.000
Avg. price 6M:   0.465
Avg. volume 6M:   0.000
Avg. price 1Y:   0.535
Avg. volume 1Y:   0.000
Volatility 1M:   98.92%
Volatility 6M:   115.20%
Volatility 1Y:   107.60%
Volatility 3Y:   -