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JP Morgan Call 50 AR 17.01.2025/  DE000JL0TKW8  /

EUWAX
6/4/2024  9:20:58 AM Chg.-0.020 Bid6/4/2024 Ask6/4/2024 Underlying Strike price Expiration date Option type
0.180EUR -10.00% 0.180
Bid Size: 2,000		 0.220
Ask Size: 2,000		 Antero Resources Cor... 50.00 - 1/17/2025 Call
 

Master data

WKN: JL0TKW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Antero Resources Corporation
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 1/17/2025
Issue date: 4/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.63
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.35
Parity: -1.78
Time value: 0.22
Break-even: 52.20
Moneyness: 0.64
Premium: 0.62
Premium p.a.: 1.18
Spread abs.: 0.04
Spread %: 22.22%
Delta: 0.28
Theta: -0.01
Omega: 4.09
Rho: 0.04
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+28.57%
3 Months  
+109.30%
YTD  
+122.22%
1 Year
  -5.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.140
1M High / 1M Low: 0.200 0.140
6M High / 6M Low: 0.200 0.042
High (YTD): 6/3/2024 0.200
Low (YTD): 2/14/2024 0.042
52W High: 8/9/2023 0.360
52W Low: 2/14/2024 0.042
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   0.096
Avg. volume 6M:   0.000
Avg. price 1Y:   0.161
Avg. volume 1Y:   0.000
Volatility 1M:   198.99%
Volatility 6M:   177.60%
Volatility 1Y:   158.06%
Volatility 3Y:   -