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JP Morgan Call 470 DCO 17.01.2025/  DE000JL09CZ7  /

EUWAX
2024-04-26  9:42:46 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 DEERE CO. ... 470.00 - 2025-01-17 Call
 

Master data

WKN: JL09CZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 470.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 26.32
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.21
Parity: -1.01
Time value: 0.14
Break-even: 484.00
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.26
Theta: -0.07
Omega: 6.85
Rho: 0.59
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -22.22%
3 Months
  -36.36%
YTD
  -46.15%
1 Year
  -60.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.200 0.140
6M High / 6M Low: 0.280 0.079
High (YTD): 2024-01-02 0.270
Low (YTD): 2024-03-05 0.079
52W High: 2023-07-25 0.630
52W Low: 2024-03-05 0.079
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.171
Avg. volume 1M:   0.000
Avg. price 6M:   0.180
Avg. volume 6M:   0.000
Avg. price 1Y:   0.293
Avg. volume 1Y:   0.000
Volatility 1M:   103.23%
Volatility 6M:   131.68%
Volatility 1Y:   121.99%
Volatility 3Y:   -