JP Morgan Call 34 HAR 17.01.2025/  DE000JL24732  /

EUWAX
2024-05-28  10:06:47 AM Chg.- Bid9:00:05 AM Ask9:00:05 AM Underlying Strike price Expiration date Option type
0.460EUR - -
Bid Size: -
-
Ask Size: -
HARLEY-DAVID.INC. DL... 34.00 - 2025-01-17 Call
 

Master data

WKN: JL2473
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HARLEY-DAVID.INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 2025-01-17
Issue date: 2023-05-08
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.21
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.33
Parity: -0.16
Time value: 0.77
Break-even: 41.70
Moneyness: 0.95
Premium: 0.29
Premium p.a.: 0.48
Spread abs.: 0.30
Spread %: 63.83%
Delta: 0.61
Theta: -0.02
Omega: 2.56
Rho: 0.08
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.22%
1 Month
  -8.00%
3 Months
  -28.13%
YTD
  -41.77%
1 Year
  -36.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.450
1M High / 1M Low: 0.550 0.430
6M High / 6M Low: 1.170 0.380
High (YTD): 2024-03-22 1.170
Low (YTD): 2024-04-26 0.410
52W High: 2024-03-22 1.170
52W Low: 2023-10-30 0.260
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   0.492
Avg. volume 1M:   0.000
Avg. price 6M:   0.683
Avg. volume 6M:   0.000
Avg. price 1Y:   0.665
Avg. volume 1Y:   0.000
Volatility 1M:   115.03%
Volatility 6M:   136.83%
Volatility 1Y:   122.09%
Volatility 3Y:   -