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JP Morgan Call 275 BOX 17.01.2025/  DE000JL1MHZ0  /

EUWAX
2024-06-21  9:02:47 AM Chg.+0.17 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
1.07EUR +18.89% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 275.00 - 2025-01-17 Call
 

Master data

WKN: JL1MHZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 275.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.12
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.18
Parity: -5.21
Time value: 1.23
Break-even: 287.30
Moneyness: 0.81
Premium: 0.29
Premium p.a.: 0.56
Spread abs.: 0.15
Spread %: 13.89%
Delta: 0.32
Theta: -0.06
Omega: 5.83
Rho: 0.34
 

Quote data

Open: 1.07
High: 1.07
Low: 1.07
Previous Close: 0.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.58%
1 Month  
+24.42%
3 Months
  -38.86%
YTD
  -52.86%
1 Year
  -73.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.07 0.88
1M High / 1M Low: 1.13 0.59
6M High / 6M Low: 2.46 0.59
High (YTD): 2024-01-08 2.46
Low (YTD): 2024-05-30 0.59
52W High: 2023-07-27 5.44
52W Low: 2024-05-30 0.59
Avg. price 1W:   0.93
Avg. volume 1W:   0.00
Avg. price 1M:   0.91
Avg. volume 1M:   0.00
Avg. price 6M:   1.55
Avg. volume 6M:   0.00
Avg. price 1Y:   2.68
Avg. volume 1Y:   0.00
Volatility 1M:   220.52%
Volatility 6M:   135.85%
Volatility 1Y:   114.25%
Volatility 3Y:   -