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JP Morgan Call 205 ALD 17.01.2025/  DE000JL0VU85  /

EUWAX
2024-06-04  8:57:51 AM Chg.-0.04 Bid9:13:55 PM Ask9:13:55 PM Underlying Strike price Expiration date Option type
1.19EUR -3.25% 1.46
Bid Size: 50,000		 1.49
Ask Size: 50,000		 HONEYWELL INTL ... 205.00 - 2025-01-17 Call
 

Master data

WKN: JL0VU8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HONEYWELL INTL DL1
Type: Warrant
Option type: Call
Strike price: 205.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.17
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.14
Parity: -1.94
Time value: 1.31
Break-even: 218.10
Moneyness: 0.91
Premium: 0.17
Premium p.a.: 0.30
Spread abs.: 0.10
Spread %: 8.26%
Delta: 0.43
Theta: -0.05
Omega: 6.12
Rho: 0.42
 

Quote data

Open: 1.19
High: 1.19
Low: 1.19
Previous Close: 1.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.83%
1 Month  
+22.68%
3 Months
  -16.20%
YTD
  -48.93%
1 Year
  -53.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 0.90
1M High / 1M Low: 1.52 0.90
6M High / 6M Low: 2.35 0.88
High (YTD): 2024-01-02 2.33
Low (YTD): 2024-04-19 0.88
52W High: 2023-07-25 2.97
52W Low: 2024-04-19 0.88
Avg. price 1W:   1.10
Avg. volume 1W:   0.00
Avg. price 1M:   1.19
Avg. volume 1M:   0.00
Avg. price 6M:   1.47
Avg. volume 6M:   40
Avg. price 1Y:   1.71
Avg. volume 1Y:   19.61
Volatility 1M:   163.27%
Volatility 6M:   123.28%
Volatility 1Y:   101.92%
Volatility 3Y:   -