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JP Morgan Call 90 CPA 17.01.2025/  DE000JL1F5N8  /

EUWAX
2024-06-05  10:08:09 AM Chg.+0.090 Bid1:04:35 PM Ask1:04:35 PM Underlying Strike price Expiration date Option type
0.790EUR +12.86% 0.790
Bid Size: 20,000		 0.800
Ask Size: 20,000		 COLGATE-PALMOLIVE ... 90.00 - 2025-01-17 Call
 

Master data

WKN: JL1F5N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: COLGATE-PALMOLIVE DL 1
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.78
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.13
Parity: -0.38
Time value: 0.80
Break-even: 98.00
Moneyness: 0.96
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.52
Theta: -0.02
Omega: 5.60
Rho: 0.23
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.54%
1 Month
  -4.82%
3 Months  
+58.00%
YTD  
+139.39%
1 Year  
+92.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.620
1M High / 1M Low: 0.930 0.620
6M High / 6M Low: 0.930 0.250
High (YTD): 2024-05-13 0.930
Low (YTD): 2024-01-24 0.330
52W High: 2024-05-13 0.930
52W Low: 2023-10-11 0.180
Avg. price 1W:   0.662
Avg. volume 1W:   0.000
Avg. price 1M:   0.808
Avg. volume 1M:   0.000
Avg. price 6M:   0.525
Avg. volume 6M:   0.000
Avg. price 1Y:   0.412
Avg. volume 1Y:   0.000
Volatility 1M:   102.58%
Volatility 6M:   110.61%
Volatility 1Y:   111.01%
Volatility 3Y:   -