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JP Morgan Call 245 BOX 17.01.2025/  DE000JL1KNP3  /

EUWAX
20/09/2024  09:19:27 Chg.+0.01 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
1.35EUR +0.75% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 245.00 - 17/01/2025 Call
 

Master data

WKN: JL1KNP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 17/01/2025
Issue date: 05/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.27
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.17
Parity: -3.58
Time value: 1.37
Break-even: 258.70
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.93
Spread abs.: 0.09
Spread %: 7.03%
Delta: 0.37
Theta: -0.11
Omega: 5.63
Rho: 0.21
 

Quote data

Open: 1.35
High: 1.35
Low: 1.35
Previous Close: 1.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -15.09%
3 Months
  -40.53%
YTD
  -61.76%
1 Year
  -76.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.48 1.26
1M High / 1M Low: 1.96 1.26
6M High / 6M Low: 3.25 1.26
High (YTD): 08/01/2024 3.75
Low (YTD): 18/09/2024 1.26
52W High: 10/10/2023 5.88
52W Low: 18/09/2024 1.26
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   1.58
Avg. volume 1M:   0.00
Avg. price 6M:   2.09
Avg. volume 6M:   0.00
Avg. price 1Y:   2.89
Avg. volume 1Y:   .16
Volatility 1M:   109.77%
Volatility 6M:   108.47%
Volatility 1Y:   92.49%
Volatility 3Y:   -