JP Morgan Call 270 BOX 17.01.2025
/ DE000JL1MHW7
JP Morgan Call 270 BOX 17.01.2025/ DE000JL1MHW7 /
12/06/2024 09:24:08 |
Chg.-0.20 |
Bid10:56:39 |
Ask10:56:39 |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
-15.27% |
1.10 Bid Size: 2,000 |
1.25 Ask Size: 2,000 |
BECTON, DICKINSON ... |
270.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL1MHW |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BECTON, DICKINSON DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
270.00 - |
Maturity: |
17/01/2025 |
Issue date: |
05/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.18 |
Parity: |
-5.12 |
Time value: |
1.28 |
Break-even: |
282.80 |
Moneyness: |
0.81 |
Premium: |
0.29 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.15 |
Spread %: |
13.27% |
Delta: |
0.33 |
Theta: |
-0.06 |
Omega: |
5.65 |
Rho: |
0.36 |
Quote data
Open: |
1.11 |
High: |
1.11 |
Low: |
1.11 |
Previous Close: |
1.31 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.27% |
1 Month |
|
|
-15.27% |
3 Months |
|
|
-44.78% |
YTD |
|
|
-55.06% |
1 Year |
|
|
-71.02% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.31 |
1.16 |
1M High / 1M Low: |
1.39 |
0.71 |
6M High / 6M Low: |
2.66 |
0.71 |
High (YTD): |
08/01/2024 |
2.66 |
Low (YTD): |
30/05/2024 |
0.71 |
52W High: |
27/07/2023 |
5.68 |
52W Low: |
30/05/2024 |
0.71 |
Avg. price 1W: |
|
1.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.81 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.99 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
190.13% |
Volatility 6M: |
|
118.98% |
Volatility 1Y: |
|
103.16% |
Volatility 3Y: |
|
- |