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JP Morgan Call 460 DCO 17.01.2025/  DE000JL09CY0  /

EUWAX
2024-06-04  10:07:17 AM Chg.-0.014 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.055EUR -20.29% -
Bid Size: -		 -
Ask Size: -		 DEERE CO. ... 460.00 - 2025-01-17 Call
 

Master data

WKN: JL09CY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 51.14
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.21
Parity: -1.23
Time value: 0.07
Break-even: 466.60
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.68
Spread abs.: 0.01
Spread %: 17.86%
Delta: 0.16
Theta: -0.05
Omega: 8.26
Rho: 0.30
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.069
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.66%
1 Month
  -65.63%
3 Months
  -54.17%
YTD
  -81.03%
1 Year
  -83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.058
1M High / 1M Low: 0.200 0.058
6M High / 6M Low: 0.300 0.058
High (YTD): 2024-01-02 0.300
Low (YTD): 2024-05-30 0.058
52W High: 2023-07-26 0.670
52W Low: 2024-05-30 0.058
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   95.238
Avg. price 6M:   0.182
Avg. volume 6M:   32
Avg. price 1Y:   0.301
Avg. volume 1Y:   15.686
Volatility 1M:   195.50%
Volatility 6M:   151.68%
Volatility 1Y:   133.05%
Volatility 3Y:   -