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JP Morgan Call 40 AR 17.01.2025/  DE000JL0TKV0  /

EUWAX
2024-06-04  9:20:58 AM Chg.-0.030 Bid10:26:04 AM Ask10:26:04 AM Underlying Strike price Expiration date Option type
0.410EUR -6.82% 0.400
Bid Size: 3,000		 0.430
Ask Size: 3,000		 Antero Resources Cor... 40.00 - 2025-01-17 Call
 

Master data

WKN: JL0TKV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Antero Resources Corporation
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.32
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.35
Parity: -0.78
Time value: 0.44
Break-even: 44.40
Moneyness: 0.80
Premium: 0.38
Premium p.a.: 0.68
Spread abs.: 0.03
Spread %: 7.32%
Delta: 0.46
Theta: -0.02
Omega: 3.34
Rho: 0.06
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.59%
1 Month  
+20.59%
3 Months  
+115.79%
YTD  
+156.25%
1 Year  
+41.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.340
1M High / 1M Low: 0.440 0.340
6M High / 6M Low: 0.440 0.099
High (YTD): 2024-06-03 0.440
Low (YTD): 2024-02-14 0.099
52W High: 2023-08-09 0.540
52W Low: 2024-02-14 0.099
Avg. price 1W:   0.390
Avg. volume 1W:   0.000
Avg. price 1M:   0.380
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   0.292
Avg. volume 1Y:   0.000
Volatility 1M:   132.65%
Volatility 6M:   147.79%
Volatility 1Y:   133.73%
Volatility 3Y:   -