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JP Morgan Call 45 AR 17.01.2025/  DE000JL0TKX6  /

EUWAX
2024-05-29  9:15:15 AM Chg.+0.040 Bid9:32:12 AM Ask9:32:12 AM Underlying Strike price Expiration date Option type
0.260EUR +18.18% 0.260
Bid Size: 2,000		 0.300
Ask Size: 2,000		 Antero Resources Cor... 45.00 - 2025-01-17 Call
 

Master data

WKN: JL0TKX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Antero Resources Corporation
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.65
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.36
Parity: -1.30
Time value: 0.30
Break-even: 48.00
Moneyness: 0.71
Premium: 0.50
Premium p.a.: 0.89
Spread abs.: 0.03
Spread %: 11.11%
Delta: 0.35
Theta: -0.01
Omega: 3.77
Rho: 0.05
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month
  -7.14%
3 Months  
+116.67%
YTD  
+136.36%
1 Year  
+4.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.220
1M High / 1M Low: 0.290 0.220
6M High / 6M Low: 0.290 0.064
High (YTD): 2024-05-21 0.290
Low (YTD): 2024-02-14 0.064
52W High: 2023-08-09 0.440
52W Low: 2024-02-14 0.064
Avg. price 1W:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   0.215
Avg. volume 1Y:   0.000
Volatility 1M:   143.74%
Volatility 6M:   157.48%
Volatility 1Y:   142.96%
Volatility 3Y:   -