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JP Morgan Call 35 AR 17.01.2025/  DE000JL0TKU2  /

EUWAX
2024-06-11  9:28:45 AM Chg.+0.060 Bid11:53:16 AM Ask11:53:16 AM Underlying Strike price Expiration date Option type
0.600EUR +11.11% 0.590
Bid Size: 3,000		 0.620
Ask Size: 3,000		 Antero Resources Cor... 35.00 - 2025-01-17 Call
 

Master data

WKN: JL0TKU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Antero Resources Corporation
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.19
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.35
Parity: -0.23
Time value: 0.63
Break-even: 41.30
Moneyness: 0.93
Premium: 0.26
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 5.00%
Delta: 0.57
Theta: -0.02
Omega: 2.97
Rho: 0.07
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.69%
1 Month  
+1.69%
3 Months  
+100.00%
YTD  
+160.87%
1 Year  
+76.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.520
1M High / 1M Low: 0.630 0.500
6M High / 6M Low: 0.630 0.150
High (YTD): 2024-06-03 0.630
Low (YTD): 2024-02-14 0.150
52W High: 2023-08-09 0.660
52W Low: 2024-02-14 0.150
Avg. price 1W:   0.548
Avg. volume 1W:   0.000
Avg. price 1M:   0.551
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   0.399
Avg. volume 1Y:   0.000
Volatility 1M:   121.73%
Volatility 6M:   134.10%
Volatility 1Y:   122.27%
Volatility 3Y:   -