JP Morgan Call 52 RNL 21.02.2025/  DE000JF1SX62  /

EUWAX
1/24/2025  12:19:10 PM Chg.+0.030 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.110EUR +37.50% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 52.00 EUR 2/21/2025 Call
 

Master data

WKN: JF1SX6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 2/21/2025
Issue date: 12/20/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.99
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.28
Parity: -0.34
Time value: 0.18
Break-even: 53.80
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 2.77
Spread abs.: 0.09
Spread %: 104.55%
Delta: 0.37
Theta: -0.05
Omega: 9.97
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+32.53%
3 Months     -
YTD  
+32.53%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.074
1M High / 1M Low: 0.120 0.037
6M High / 6M Low: - -
High (YTD): 1/17/2025 0.120
Low (YTD): 1/13/2025 0.037
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   437.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -