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JP Morgan Call 390 DCO 17.01.2025/  DE000JL0NNR5  /

EUWAX
2024-06-07  10:49:04 AM Chg.0.000 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.230EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 DEERE CO. ... 390.00 - 2025-01-17 Call
 

Master data

WKN: JL0NNR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 390.00 -
Maturity: 2025-01-17
Issue date: 2023-04-11
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 15.51
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -0.49
Time value: 0.22
Break-even: 412.00
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.39
Theta: -0.09
Omega: 6.07
Rho: 0.68
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -51.06%
3 Months
  -30.30%
YTD
  -59.65%
1 Year
  -62.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.210
1M High / 1M Low: 0.510 0.200
6M High / 6M Low: 0.580 0.200
High (YTD): 2024-01-02 0.580
Low (YTD): 2024-05-30 0.200
52W High: 2023-07-25 1.040
52W Low: 2024-05-30 0.200
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.341
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   0.563
Avg. volume 1Y:   14.332
Volatility 1M:   168.46%
Volatility 6M:   117.71%
Volatility 1Y:   102.58%
Volatility 3Y:   -