OverviewChartNewsTraderScreen

JP Morgan Call 50 DY6 20.06.2025/  DE000JB1ZYR6  /

EUWAX
2024-06-07  11:09:58 AM Chg.-0.010 Bid6:20:02 PM Ask6:20:02 PM Underlying Strike price Expiration date Option type
0.430EUR -2.27% 0.440
Bid Size: 150,000		 0.450
Ask Size: 150,000		 DEVON ENERGY CORP. D... 50.00 - 2025-06-20 Call
 

Master data

WKN: JB1ZYR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-06-20
Issue date: 2023-09-25
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.94
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -0.71
Time value: 0.48
Break-even: 54.80
Moneyness: 0.86
Premium: 0.28
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 9.09%
Delta: 0.46
Theta: -0.01
Omega: 4.14
Rho: 0.16
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.31%
1 Month
  -42.67%
3 Months
  -10.42%
YTD
  -28.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.440
1M High / 1M Low: 0.750 0.440
6M High / 6M Low: 1.000 0.350
High (YTD): 2024-04-11 1.000
Low (YTD): 2024-02-06 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.484
Avg. volume 1W:   0.000
Avg. price 1M:   0.602
Avg. volume 1M:   0.000
Avg. price 6M:   0.585
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.45%
Volatility 6M:   92.46%
Volatility 1Y:   -
Volatility 3Y:   -