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JP Morgan Call 55 DY6 20.06.2025/  DE000JB1ZYS4  /

EUWAX
2024-06-07  11:09:58 AM Chg.-0.010 Bid8:20:22 PM Ask8:20:22 PM Underlying Strike price Expiration date Option type
0.280EUR -3.45% 0.290
Bid Size: 150,000		 0.300
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: 13.01
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -1.21
Time value: 0.33
Break-even: 58.30
Moneyness: 0.78
Premium: 0.36
Premium p.a.: 0.34
Spread abs.: 0.04
Spread %: 13.79%
Delta: 0.36
Theta: -0.01
Omega: 4.68
Rho: 0.13
 

Quote data

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

Performance

1 Week
  -22.22%
1 Month
  -49.09%
3 Months
  -22.22%
YTD
  -39.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.290
1M High / 1M Low: 0.550 0.290
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:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.422
Avg. volume 1M:   0.000
Avg. price 6M:   0.430
Avg. volume 6M:   1,225.824
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.72%
Volatility 6M:   101.41%
Volatility 1Y:   -
Volatility 3Y:   -