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JP Morgan Call 55 DY6 17.01.2025/  DE000JL025D8  /

EUWAX
2024-06-07  10:11:25 AM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.150EUR -6.25% -
Bid Size: -		 -
Ask Size: -		 DEVON ENERGY CORP. D... 55.00 - 2025-01-17 Call
 

Master data

WKN: JL025D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.07
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -1.17
Time value: 0.18
Break-even: 56.80
Moneyness: 0.79
Premium: 0.31
Premium p.a.: 0.56
Spread abs.: 0.03
Spread %: 20.00%
Delta: 0.27
Theta: -0.01
Omega: 6.53
Rho: 0.06
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -51.61%
3 Months
  -34.78%
YTD
  -55.88%
1 Year
  -79.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.130
1M High / 1M Low: 0.320 0.130
6M High / 6M Low: 0.550 0.130
High (YTD): 2024-04-11 0.550
Low (YTD): 2024-06-04 0.130
52W High: 2023-07-31 0.910
52W Low: 2024-06-04 0.130
Avg. price 1W:   0.162
Avg. volume 1W:   3,500
Avg. price 1M:   0.223
Avg. volume 1M:   1,630.435
Avg. price 6M:   0.280
Avg. volume 6M:   300
Avg. price 1Y:   0.449
Avg. volume 1Y:   146.484
Volatility 1M:   220.67%
Volatility 6M:   145.30%
Volatility 1Y:   130.50%
Volatility 3Y:   -