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JP Morgan Call 200 ALD 17.01.2025/  DE000JL0VUJ0  /

EUWAX
2024-12-20  8:49:16 AM Chg.- Bid8:06:25 AM Ask8:06:25 AM Underlying Strike price Expiration date Option type
2.74EUR - 2.89
Bid Size: 1,000		 -
Ask Size: -		 HONEYWELL INTL ... 200.00 - 2025-01-17 Call
 

Master data

WKN: JL0VUJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HONEYWELL INTL DL1
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.99
Leverage: Yes

Calculated values

Fair value: 1.94
Intrinsic value: 1.89
Implied volatility: 0.70
Historic volatility: 0.17
Parity: 1.89
Time value: 0.85
Break-even: 227.40
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.67
Spread abs.: -0.10
Spread %: -3.52%
Delta: 0.72
Theta: -0.27
Omega: 5.75
Rho: 0.10
 

Quote data

Open: 2.74
High: 2.74
Low: 2.74
Previous Close: 2.65
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.72%
1 Month     0.00%
3 Months  
+144.64%
YTD  
+5.38%
1 Year  
+15.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.50 2.65
1M High / 1M Low: 3.50 2.60
6M High / 6M Low: 3.50 0.93
High (YTD): 2024-12-17 3.50
Low (YTD): 2024-08-14 0.93
52W High: 2024-12-17 3.50
52W Low: 2024-08-14 0.93
Avg. price 1W:   2.99
Avg. volume 1W:   0.00
Avg. price 1M:   2.93
Avg. volume 1M:   0.00
Avg. price 6M:   1.86
Avg. volume 6M:   0.00
Avg. price 1Y:   1.77
Avg. volume 1Y:   39.37
Volatility 1M:   170.09%
Volatility 6M:   175.62%
Volatility 1Y:   149.94%
Volatility 3Y:   -