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JP Morgan Call 185 ALD 21.06.2024/  DE000JL1DVY3  /

EUWAX
2024-05-20  11:48:53 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
2.04EUR - -
Bid Size: -		 -
Ask Size: -		 HONEYWELL INTL ... 185.00 - 2024-06-21 Call
 

Master data

WKN: JL1DVY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HONEYWELL INTL DL1
Type: Warrant
Option type: Call
Strike price: 185.00 -
Maturity: 2024-06-21
Issue date: 2023-03-27
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.19
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.25
Implied volatility: 0.89
Historic volatility: 0.15
Parity: 0.25
Time value: 1.79
Break-even: 205.40
Moneyness: 1.01
Premium: 0.10
Premium p.a.: 2.03
Spread abs.: -0.05
Spread %: -2.39%
Delta: 0.58
Theta: -0.32
Omega: 5.30
Rho: 0.07
 

Quote data

Open: 2.04
High: 2.04
Low: 2.04
Previous Close: 2.10
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+20.71%
1 Month  
+61.90%
3 Months  
+13.97%
YTD
  -24.44%
1 Year
  -30.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.10 1.69
1M High / 1M Low: 2.10 0.98
6M High / 6M Low: 2.77 0.96
High (YTD): 2024-01-02 2.77
Low (YTD): 2024-04-19 0.96
52W High: 2023-07-12 3.49
52W Low: 2024-04-19 0.96
Avg. price 1W:   1.92
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   1.77
Avg. volume 6M:   0.00
Avg. price 1Y:   2.02
Avg. volume 1Y:   0.00
Volatility 1M:   168.31%
Volatility 6M:   133.08%
Volatility 1Y:   113.23%
Volatility 3Y:   -