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JP Morgan Call 490 DCO 17.01.2025/  DE000JL09D12  /

EUWAX
2024-04-26  9:42:46 AM Chg.- Bid9:07:44 AM Ask9:07:44 AM Underlying Strike price Expiration date Option type
0.100EUR - 0.098
Bid Size: 20,000		 0.110
Ask Size: 20,000		 DEERE CO. ... 490.00 - 2025-01-17 Call
 

Master data

WKN: JL09D1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 490.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 33.40
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.21
Parity: -1.23
Time value: 0.11
Break-even: 501.00
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 13.40%
Delta: 0.21
Theta: -0.06
Omega: 7.15
Rho: 0.49
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -23.08%
3 Months
  -41.18%
YTD
  -52.38%
1 Year
  -66.67%
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.150 0.100
6M High / 6M Low: 0.230 0.057
High (YTD): 2024-01-02 0.220
Low (YTD): 2024-03-05 0.057
52W High: 2023-07-25 0.550
52W Low: 2024-03-05 0.057
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.141
Avg. volume 6M:   0.000
Avg. price 1Y:   0.244
Avg. volume 1Y:   0.000
Volatility 1M:   107.64%
Volatility 6M:   145.97%
Volatility 1Y:   133.18%
Volatility 3Y:   -