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JP Morgan Call 45 AR 17.01.2025/  DE000JL0TKX6  /

EUWAX
6/4/2024  9:20:58 AM Chg.-0.030 Bid8:58:35 PM Ask8:58:35 PM Underlying Strike price Expiration date Option type
0.270EUR -10.00% 0.220
Bid Size: 125,000		 0.230
Ask Size: 125,000		 Antero Resources Cor... 45.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.38
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.35
Parity: -1.28
Time value: 0.31
Break-even: 48.10
Moneyness: 0.72
Premium: 0.49
Premium p.a.: 0.91
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.36
Theta: -0.01
Omega: 3.73
Rho: 0.05
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.73%
1 Month  
+22.73%
3 Months  
+107.69%
YTD  
+145.45%
1 Year  
+12.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.220
1M High / 1M Low: 0.300 0.220
6M High / 6M Low: 0.300 0.064
High (YTD): 6/3/2024 0.300
Low (YTD): 2/14/2024 0.064
52W High: 8/9/2023 0.440
52W Low: 2/14/2024 0.064
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.144
Avg. volume 6M:   0.000
Avg. price 1Y:   0.215
Avg. volume 1Y:   0.000
Volatility 1M:   166.17%
Volatility 6M:   160.74%
Volatility 1Y:   144.64%
Volatility 3Y:   -