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JP Morgan Call 60 DY6 17.01.2025/  DE000JL025E6  /

EUWAX
2024-06-07  10:11:25 AM Chg.-0.004 Bid7:17:29 PM Ask7:17:29 PM Underlying Strike price Expiration date Option type
0.077EUR -4.94% 0.078
Bid Size: 125,000		 0.088
Ask Size: 125,000		 DEVON ENERGY CORP. D... 60.00 - 2025-01-17 Call
 

Master data

WKN: JL025E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
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: 35.78
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -1.71
Time value: 0.12
Break-even: 61.20
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 0.78
Spread abs.: 0.05
Spread %: 60.00%
Delta: 0.19
Theta: -0.01
Omega: 6.83
Rho: 0.04
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.081
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -59.47%
3 Months
  -35.83%
YTD
  -67.92%
1 Year
  -87.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.078
1M High / 1M Low: 0.190 0.078
6M High / 6M Low: 0.370 0.078
High (YTD): 2024-04-11 0.370
Low (YTD): 2024-06-05 0.078
52W High: 2023-07-31 0.740
52W Low: 2024-06-05 0.078
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.124
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   0.331
Avg. volume 1Y:   0.000
Volatility 1M:   197.98%
Volatility 6M:   161.55%
Volatility 1Y:   143.23%
Volatility 3Y:   -