JP Morgan Call 420 DCO 17.01.2025/  DE000JL09CU8  /

EUWAX
2024-05-28  9:27:47 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.150EUR 0.00% -
Bid Size: -
-
Ask Size: -
DEERE CO. ... 420.00 - 2025-01-17 Call
 

Master data

WKN: JL09CU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 19.18
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.21
Parity: -0.75
Time value: 0.18
Break-even: 438.00
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 0.45
Spread abs.: 0.03
Spread %: 20.00%
Delta: 0.32
Theta: -0.09
Omega: 6.20
Rho: 0.60
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.82%
1 Month
  -48.28%
3 Months
  -16.67%
YTD
  -65.12%
1 Year
  -62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.150
1M High / 1M Low: 0.360 0.150
6M High / 6M Low: 0.450 0.150
High (YTD): 2024-01-02 0.450
Low (YTD): 2024-05-27 0.150
52W High: 2023-07-25 0.870
52W Low: 2024-05-27 0.150
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   0.441
Avg. volume 1Y:   0.000
Volatility 1M:   182.03%
Volatility 6M:   123.08%
Volatility 1Y:   113.57%
Volatility 3Y:   -