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JP Morgan Call 215 ALD 17.01.2025/  DE000JL1BRS7  /

EUWAX
2024-12-20  8:51:52 AM Chg.- Bid8:24:37 AM Ask8:24:37 AM Underlying Strike price Expiration date Option type
1.42EUR - 1.55
Bid Size: 2,000		 1.63
Ask Size: 2,000		 HONEYWELL INTL ... 215.00 - 2025-01-17 Call
 

Master data

WKN: JL1BRS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HONEYWELL INTL DL1
Type: Warrant
Option type: Call
Strike price: 215.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.77
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.39
Implied volatility: 0.58
Historic volatility: 0.17
Parity: 0.39
Time value: 1.20
Break-even: 230.90
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 1.05
Spread abs.: 0.08
Spread %: 5.30%
Delta: 0.58
Theta: -0.26
Omega: 8.01
Rho: 0.08
 

Quote data

Open: 1.42
High: 1.42
Low: 1.42
Previous Close: 1.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.07%
1 Month
  -4.05%
3 Months  
+215.56%
YTD
  -22.83%
1 Year
  -13.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.12 1.36
1M High / 1M Low: 2.12 1.30
6M High / 6M Low: 2.22 0.34
High (YTD): 2024-11-13 2.22
Low (YTD): 2024-10-31 0.34
52W High: 2024-11-13 2.22
52W Low: 2024-10-31 0.34
Avg. price 1W:   1.66
Avg. volume 1W:   0.00
Avg. price 1M:   1.61
Avg. volume 1M:   0.00
Avg. price 6M:   0.96
Avg. volume 6M:   0.00
Avg. price 1Y:   0.98
Avg. volume 1Y:   0.00
Volatility 1M:   282.79%
Volatility 6M:   270.06%
Volatility 1Y:   217.89%
Volatility 3Y:   -