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JP Morgan Call 250 BOX 17.01.2025/  DE000JL1KNS7  /

EUWAX
2024-06-07  9:26:53 AM Chg.+0.17 Bid11:37:21 AM Ask11:37:21 AM Underlying Strike price Expiration date Option type
2.11EUR +8.76% 2.14
Bid Size: 2,000		 2.29
Ask Size: 2,000		 BECTON, DICKINSON ... 250.00 - 2025-01-17 Call
 

Master data

WKN: JL1KNS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.84
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.18
Parity: -2.95
Time value: 2.24
Break-even: 272.40
Moneyness: 0.88
Premium: 0.24
Premium p.a.: 0.41
Spread abs.: 0.15
Spread %: 7.18%
Delta: 0.46
Theta: -0.08
Omega: 4.50
Rho: 0.48
 

Quote data

Open: 2.11
High: 2.11
Low: 2.11
Previous Close: 1.94
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.13%
1 Month
  -5.80%
3 Months
  -16.93%
YTD
  -36.25%
1 Year
  -56.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.10 1.55
1M High / 1M Low: 2.27 1.36
6M High / 6M Low: 3.52 1.36
High (YTD): 2024-01-08 3.52
Low (YTD): 2024-05-30 1.36
52W High: 2023-07-27 6.69
52W Low: 2024-05-30 1.36
Avg. price 1W:   1.90
Avg. volume 1W:   0.00
Avg. price 1M:   1.95
Avg. volume 1M:   0.00
Avg. price 6M:   2.64
Avg. volume 6M:   0.00
Avg. price 1Y:   3.88
Avg. volume 1Y:   0.00
Volatility 1M:   130.87%
Volatility 6M:   87.86%
Volatility 1Y:   80.83%
Volatility 3Y:   -