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JP Morgan Call 40 MOS 17.01.2025/  DE000JL26BR0  /

EUWAX
2024-06-04  4:09:42 PM Chg.- Bid10:00:11 AM Ask10:00:11 AM Underlying Strike price Expiration date Option type
0.072EUR - 0.069
Bid Size: 5,000		 0.099
Ask Size: 5,000		 Mosaic Company 40.00 - 2025-01-17 Call
 

Master data

WKN: JL26BR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mosaic Company
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-05-08
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.18
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.29
Parity: -1.27
Time value: 0.10
Break-even: 40.97
Moneyness: 0.68
Premium: 0.50
Premium p.a.: 0.92
Spread abs.: 0.03
Spread %: 44.78%
Delta: 0.21
Theta: -0.01
Omega: 5.82
Rho: 0.03
 

Quote data

Open: 0.077
High: 0.077
Low: 0.072
Previous Close: 0.088
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.21%
1 Month  
+12.50%
3 Months
  -60.00%
YTD
  -85.00%
1 Year
  -86.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.071
1M High / 1M Low: 0.120 0.071
6M High / 6M Low: 0.580 0.064
High (YTD): 2024-01-03 0.520
Low (YTD): 2024-05-03 0.064
52W High: 2023-08-09 1.020
52W Low: 2024-05-03 0.064
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.228
Avg. volume 6M:   0.000
Avg. price 1Y:   0.439
Avg. volume 1Y:   0.000
Volatility 1M:   208.91%
Volatility 6M:   174.06%
Volatility 1Y:   149.30%
Volatility 3Y:   -