JP Morgan Call 290 BOX 17.01.2025
/ DE000JL1MJ15
JP Morgan Call 290 BOX 17.01.2025/ DE000JL1MJ15 /
31/05/2024 09:20:48 |
Chg.+0.070 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+22.58% |
- Bid Size: - |
- Ask Size: - |
BECTON, DICKINSON ... |
290.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL1MJ1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BECTON, DICKINSON DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
290.00 - |
Maturity: |
17/01/2025 |
Issue date: |
05/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.18 |
Parity: |
-7.62 |
Time value: |
0.70 |
Break-even: |
297.00 |
Moneyness: |
0.74 |
Premium: |
0.39 |
Premium p.a.: |
0.68 |
Spread abs.: |
0.20 |
Spread %: |
40.00% |
Delta: |
0.22 |
Theta: |
-0.05 |
Omega: |
6.65 |
Rho: |
0.25 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.83% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-64.81% |
YTD |
|
|
-77.91% |
1 Year |
|
|
-86.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.310 |
1M High / 1M Low: |
1.020 |
0.310 |
6M High / 6M Low: |
1.880 |
0.310 |
High (YTD): |
08/01/2024 |
1.880 |
Low (YTD): |
30/05/2024 |
0.310 |
52W High: |
27/07/2023 |
4.760 |
52W Low: |
30/05/2024 |
0.310 |
Avg. price 1W: |
|
0.382 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.631 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.183 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.298 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
223.09% |
Volatility 6M: |
|
139.76% |
Volatility 1Y: |
|
122.42% |
Volatility 3Y: |
|
- |