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JP Morgan Call 370 DCO 17.01.2025/  DE000JL0NNT1  /

EUWAX
2024-04-26  10:14:00 AM Chg.- Bid8:13:44 AM Ask8:13:44 AM Underlying Strike price Expiration date Option type
0.540EUR - 0.530
Bid Size: 25,000		 0.540
Ask Size: 25,000		 DEERE CO. ... 370.00 - 2025-01-17 Call
 

Master data

WKN: JL0NNT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 370.00 -
Maturity: 2025-01-17
Issue date: 2023-04-11
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.80
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.21
Parity: -0.03
Time value: 0.54
Break-even: 424.00
Moneyness: 0.99
Premium: 0.15
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.59
Theta: -0.11
Omega: 4.03
Rho: 1.18
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -14.29%
3 Months
  -15.63%
YTD
  -20.59%
1 Year
  -22.86%
3 Years     -
5 Years     -
1W High / 1W Low: 0.600 0.540
1M High / 1M Low: 0.670 0.540
6M High / 6M Low: 0.680 0.360
High (YTD): 2024-01-02 0.680
Low (YTD): 2024-03-05 0.360
52W High: 2023-07-25 1.160
52W Low: 2024-03-05 0.360
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.601
Avg. volume 1M:   0.000
Avg. price 6M:   0.548
Avg. volume 6M:   0.000
Avg. price 1Y:   0.687
Avg. volume 1Y:   0.000
Volatility 1M:   71.14%
Volatility 6M:   88.51%
Volatility 1Y:   85.55%
Volatility 3Y:   -