OverviewChartNewsTraderScreen

JP Morgan Call 270 AP3 17.01.2025/  DE000JL1JU23  /

EUWAX
6/21/2024  11:14:30 AM Chg.-0.17 Bid1:54:30 PM Ask1:54:30 PM Underlying Strike price Expiration date Option type
2.11EUR -7.46% 2.14
Bid Size: 2,000		 2.24
Ask Size: 2,000		 AIR PROD. CHEM. ... 270.00 - 1/17/2025 Call
 

Master data

WKN: JL1JU2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 1/17/2025
Issue date: 3/27/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.00
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -1.59
Time value: 2.31
Break-even: 293.10
Moneyness: 0.94
Premium: 0.15
Premium p.a.: 0.28
Spread abs.: 0.15
Spread %: 6.94%
Delta: 0.50
Theta: -0.08
Omega: 5.45
Rho: 0.59
 

Quote data

Open: 2.11
High: 2.11
Low: 2.11
Previous Close: 2.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.44%
1 Month  
+14.67%
3 Months  
+99.06%
YTD
  -35.87%
1 Year
  -57.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.83 2.13
1M High / 1M Low: 2.83 1.52
6M High / 6M Low: 3.29 0.68
High (YTD): 1/2/2024 3.22
Low (YTD): 2/7/2024 0.68
52W High: 7/25/2023 6.06
52W Low: 2/7/2024 0.68
Avg. price 1W:   2.35
Avg. volume 1W:   0.00
Avg. price 1M:   2.10
Avg. volume 1M:   0.00
Avg. price 6M:   1.69
Avg. volume 6M:   0.00
Avg. price 1Y:   3.20
Avg. volume 1Y:   0.00
Volatility 1M:   157.98%
Volatility 6M:   152.84%
Volatility 1Y:   127.66%
Volatility 3Y:   -