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JP Morgan Call 260 BOX 17.01.2025/  DE000JL1KNU3  /

EUWAX
2024-06-20  9:21:32 AM Chg.+0.02 Bid4:03:28 PM Ask4:03:28 PM Underlying Strike price Expiration date Option type
1.43EUR +1.42% 1.55
Bid Size: 30,000		 1.59
Ask Size: 30,000		 BECTON, DICKINSON ... 260.00 - 2025-01-17 Call
 

Master data

WKN: JL1KNU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.59
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.18
Parity: -4.25
Time value: 1.60
Break-even: 276.00
Moneyness: 0.84
Premium: 0.27
Premium p.a.: 0.51
Spread abs.: 0.20
Spread %: 14.29%
Delta: 0.38
Theta: -0.07
Omega: 5.15
Rho: 0.38
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.70%
1 Month
  -11.73%
3 Months
  -37.55%
YTD
  -50.35%
1 Year
  -69.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.31
1M High / 1M Low: 1.71 1.01
6M High / 6M Low: 3.08 1.01
High (YTD): 2024-01-08 3.08
Low (YTD): 2024-05-30 1.01
52W High: 2023-07-27 6.17
52W Low: 2024-05-30 1.01
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   1.46
Avg. volume 1M:   0.00
Avg. price 6M:   2.15
Avg. volume 6M:   0.00
Avg. price 1Y:   3.33
Avg. volume 1Y:   0.00
Volatility 1M:   165.36%
Volatility 6M:   104.14%
Volatility 1Y:   92.23%
Volatility 3Y:   -