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JP Morgan Call 50 DY6 17.01.2025/  DE000JL3KWS4  /

EUWAX
2024-06-07  9:44:53 AM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.280EUR -3.45% -
Bid Size: -		 -
Ask Size: -		 DEVON ENERGY CORP. D... 50.00 - 2025-01-17 Call
 

Master data

WKN: JL3KWS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-05-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.85
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -0.71
Time value: 0.31
Break-even: 53.10
Moneyness: 0.86
Premium: 0.24
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.39
Theta: -0.01
Omega: 5.45
Rho: 0.08
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -48.15%
3 Months
  -17.65%
YTD
  -41.67%
1 Year
  -69.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.280
1M High / 1M Low: 0.540 0.280
6M High / 6M Low: 0.790 0.260
High (YTD): 2024-04-11 0.790
Low (YTD): 2024-02-08 0.260
52W High: 2023-07-31 1.110
52W Low: 2024-02-08 0.260
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.403
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   0.612
Avg. volume 1Y:   0.000
Volatility 1M:   153.18%
Volatility 6M:   120.01%
Volatility 1Y:   113.41%
Volatility 3Y:   -