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JP Morgan Call 65 D 17.01.2025/  DE000JL1F665  /

EUWAX
2024-05-09  9:58:41 AM Chg.-0.003 Bid8:16:46 PM Ask8:16:46 PM Underlying Strike price Expiration date Option type
0.096EUR -3.03% 0.100
Bid Size: 100,000		 0.110
Ask Size: 100,000		 Dominion Energy Inc 65.00 - 2025-01-17 Call
 

Master data

WKN: JL1F66
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dominion Energy Inc
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.35
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.24
Parity: -1.65
Time value: 0.15
Break-even: 66.50
Moneyness: 0.75
Premium: 0.37
Premium p.a.: 0.58
Spread abs.: 0.05
Spread %: 54.64%
Delta: 0.22
Theta: -0.01
Omega: 6.99
Rho: 0.06
 

Quote data

Open: 0.096
High: 0.096
Low: 0.096
Previous Close: 0.099
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+20.00%
3 Months  
+134.15%
YTD  
+11.63%
1 Year
  -78.18%
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.092
1M High / 1M Low: 0.120 0.054
6M High / 6M Low: 0.130 0.041
High (YTD): 2024-05-02 0.120
Low (YTD): 2024-02-09 0.041
52W High: 2023-05-11 0.450
52W Low: 2024-02-09 0.041
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   0.000
Avg. price 1Y:   0.151
Avg. volume 1Y:   0.000
Volatility 1M:   233.13%
Volatility 6M:   199.63%
Volatility 1Y:   168.02%
Volatility 3Y:   -