OverviewChartNewsTraderScreen

JP Morgan Call 55 DY6 20.06.2025/  DE000JB1ZYS4  /

EUWAX
2024-05-17  10:48:56 AM Chg.-0.020 Bid9:03:11 PM Ask9:03:11 PM Underlying Strike price Expiration date Option type
0.430EUR -4.44% 0.440
Bid Size: 150,000		 0.450
Ask Size: 150,000		 DEVON ENERGY CORP. D... 55.00 - 2025-06-20 Call
 

Master data

WKN: JB1ZYS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2025-06-20
Issue date: 2023-09-25
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.64
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -0.97
Time value: 0.47
Break-even: 59.70
Moneyness: 0.82
Premium: 0.32
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 9.30%
Delta: 0.43
Theta: -0.01
Omega: 4.16
Rho: 0.16
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.87%
1 Month
  -34.85%
3 Months  
+34.38%
YTD
  -6.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.450
1M High / 1M Low: 0.670 0.450
6M High / 6M Low: 0.770 0.250
High (YTD): 2024-04-11 0.770
Low (YTD): 2024-02-06 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.572
Avg. volume 1M:   0.000
Avg. price 6M:   0.437
Avg. volume 6M:   1,235.710
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.84%
Volatility 6M:   91.20%
Volatility 1Y:   -
Volatility 3Y:   -