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JP Morgan Call 265 BOX 17.01.2025/  DE000JL1KNV1  /

EUWAX
2024-06-07  9:26:53 AM Chg.+0.15 Bid1:49:31 PM Ask1:49:31 PM Underlying Strike price Expiration date Option type
1.49EUR +11.19% 1.49
Bid Size: 2,000		 1.59
Ask Size: 2,000		 BECTON, DICKINSON ... 265.00 - 2025-01-17 Call
 

Master data

WKN: JL1KNV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 265.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.61
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.18
Parity: -4.45
Time value: 1.62
Break-even: 281.20
Moneyness: 0.83
Premium: 0.28
Premium p.a.: 0.49
Spread abs.: 0.15
Spread %: 10.20%
Delta: 0.38
Theta: -0.07
Omega: 5.13
Rho: 0.41
 

Quote data

Open: 1.49
High: 1.49
Low: 1.49
Previous Close: 1.34
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.52%
1 Month
  -8.02%
3 Months
  -23.59%
YTD
  -44.19%
1 Year
  -64.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.50 1.01
1M High / 1M Low: 1.65 0.85
6M High / 6M Low: 2.87 0.85
High (YTD): 2024-01-08 2.87
Low (YTD): 2024-05-30 0.85
52W High: 2023-07-27 5.92
52W Low: 2024-05-30 0.85
Avg. price 1W:   1.31
Avg. volume 1W:   0.00
Avg. price 1M:   1.36
Avg. volume 1M:   0.00
Avg. price 6M:   2.02
Avg. volume 6M:   0.00
Avg. price 1Y:   3.22
Avg. volume 1Y:   0.00
Volatility 1M:   171.86%
Volatility 6M:   109.71%
Volatility 1Y:   96.65%
Volatility 3Y:   -