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JP Morgan Call 230 ALD 17.01.2025/  DE000JL1A5A0  /

EUWAX
2024-06-14  8:56:50 AM Chg.+0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.460EUR +4.55% -
Bid Size: -		 -
Ask Size: -		 HONEYWELL INTL ... 230.00 - 2025-01-17 Call
 

Master data

WKN: JL1A5A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HONEYWELL INTL DL1
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.42
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.15
Parity: -3.52
Time value: 0.62
Break-even: 236.20
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.38
Spread abs.: 0.15
Spread %: 31.91%
Delta: 0.28
Theta: -0.04
Omega: 8.67
Rho: 0.28
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month  
+21.05%
3 Months  
+12.20%
YTD
  -62.30%
1 Year
  -71.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.440
1M High / 1M Low: 0.530 0.210
6M High / 6M Low: 1.230 0.210
High (YTD): 2024-01-02 1.210
Low (YTD): 2024-05-30 0.210
52W High: 2023-07-04 1.830
52W Low: 2024-05-30 0.210
Avg. price 1W:   0.486
Avg. volume 1W:   0.000
Avg. price 1M:   0.397
Avg. volume 1M:   0.000
Avg. price 6M:   0.565
Avg. volume 6M:   0.000
Avg. price 1Y:   0.797
Avg. volume 1Y:   0.000
Volatility 1M:   285.66%
Volatility 6M:   187.41%
Volatility 1Y:   146.92%
Volatility 3Y:   -