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JP Morgan Call 215 ALD 17.01.2025/  DE000JL1BRS7  /

EUWAX
2024-06-14  8:57:38 AM Chg.+0.02 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.00EUR +2.04% -
Bid Size: -		 -
Ask Size: -		 HONEYWELL INTL ... 215.00 - 2025-01-17 Call
 

Master data

WKN: JL1BRS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HONEYWELL INTL DL1
Type: Warrant
Option type: Call
Strike price: 215.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.39
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.15
Parity: -2.02
Time value: 1.12
Break-even: 226.20
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.29
Spread abs.: 0.10
Spread %: 9.80%
Delta: 0.41
Theta: -0.05
Omega: 7.07
Rho: 0.40
 

Quote data

Open: 1.00
High: 1.00
Low: 1.00
Previous Close: 0.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month  
+20.48%
3 Months  
+23.46%
YTD
  -45.65%
1 Year
  -55.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.12 0.98
1M High / 1M Low: 1.12 0.54
6M High / 6M Low: 1.85 0.54
High (YTD): 2024-01-02 1.82
Low (YTD): 2024-05-30 0.54
52W High: 2023-07-25 2.47
52W Low: 2024-05-30 0.54
Avg. price 1W:   1.04
Avg. volume 1W:   0.00
Avg. price 1M:   0.88
Avg. volume 1M:   0.00
Avg. price 6M:   1.03
Avg. volume 6M:   0.00
Avg. price 1Y:   1.27
Avg. volume 1Y:   0.00
Volatility 1M:   216.06%
Volatility 6M:   145.31%
Volatility 1Y:   117.25%
Volatility 3Y:   -