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JP Morgan Call 60 D 17.01.2025/  DE000JL1F657  /

EUWAX
2024-05-09  9:58:41 AM Chg.-0.010 Bid4:59:55 PM Ask4:59:55 PM Underlying Strike price Expiration date Option type
0.180EUR -5.26% 0.210
Bid Size: 125,000		 0.220
Ask Size: 125,000		 Dominion Energy Inc 60.00 - 2025-01-17 Call
 

Master data

WKN: JL1F65
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dominion Energy Inc
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.06
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -1.15
Time value: 0.22
Break-even: 62.20
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.43
Spread abs.: 0.04
Spread %: 22.22%
Delta: 0.30
Theta: -0.01
Omega: 6.56
Rho: 0.08
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month  
+28.57%
3 Months  
+140.00%
YTD  
+20.00%
1 Year
  -70.49%
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.220 0.110
6M High / 6M Low: 0.220 0.075
High (YTD): 2024-05-02 0.220
Low (YTD): 2024-02-09 0.075
52W High: 2023-05-11 0.620
52W Low: 2024-02-09 0.075
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   0.144
Avg. volume 6M:   0.000
Avg. price 1Y:   0.232
Avg. volume 1Y:   0.000
Volatility 1M:   197.60%
Volatility 6M:   189.05%
Volatility 1Y:   160.05%
Volatility 3Y:   -