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JP Morgan Call 275 BOX 17.01.2025/  DE000JL1MHZ0  /

EUWAX
2024-06-20  9:21:48 AM Chg.+0.010 Bid2:55:34 PM Ask2:55:34 PM Underlying Strike price Expiration date Option type
0.900EUR +1.12% 0.870
Bid Size: 2,000		 1.020
Ask Size: 2,000		 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: 18.59
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.18
Parity: -5.75
Time value: 1.17
Break-even: 286.70
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.61
Spread abs.: 0.30
Spread %: 34.48%
Delta: 0.31
Theta: -0.06
Omega: 5.71
Rho: 0.32
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.890
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.12%
1 Month
  -15.89%
3 Months
  -47.67%
YTD
  -60.35%
1 Year
  -77.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.800
1M High / 1M Low: 1.130 0.590
6M High / 6M Low: 2.460 0.590
High (YTD): 2024-01-08 2.460
Low (YTD): 2024-05-30 0.590
52W High: 2023-07-27 5.440
52W Low: 2024-05-30 0.590
Avg. price 1W:   0.874
Avg. volume 1W:   0.000
Avg. price 1M:   0.931
Avg. volume 1M:   0.000
Avg. price 6M:   1.576
Avg. volume 6M:   0.000
Avg. price 1Y:   2.718
Avg. volume 1Y:   0.000
Volatility 1M:   213.26%
Volatility 6M:   131.78%
Volatility 1Y:   112.30%
Volatility 3Y:   -