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JP Morgan Call 240 BOX 17.01.2025/  DE000JL5EVZ9  /

EUWAX
15/08/2024  08:39:42 Chg.-0.10 Bid19:19:11 Ask19:19:11 Underlying Strike price Expiration date Option type
1.94EUR -4.90% 1.78
Bid Size: 30,000		 1.81
Ask Size: 30,000		 BECTON, DICKINSON ... 240.00 - 17/01/2025 Call
 

Master data

WKN: JL5EVZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 17/01/2025
Issue date: 31/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.58
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.17
Parity: -2.74
Time value: 2.01
Break-even: 260.10
Moneyness: 0.89
Premium: 0.22
Premium p.a.: 0.61
Spread abs.: 0.10
Spread %: 5.24%
Delta: 0.45
Theta: -0.10
Omega: 4.71
Rho: 0.32
 

Quote data

Open: 1.94
High: 1.94
Low: 1.94
Previous Close: 2.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.37%
1 Month     0.00%
3 Months
  -23.02%
YTD
  -47.71%
1 Year
  -72.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.09 2.00
1M High / 1M Low: 2.55 1.75
6M High / 6M Low: 3.61 1.53
High (YTD): 08/01/2024 3.97
Low (YTD): 10/07/2024 1.53
52W High: 28/08/2023 7.17
52W Low: 10/07/2024 1.53
Avg. price 1W:   2.05
Avg. volume 1W:   0.00
Avg. price 1M:   2.15
Avg. volume 1M:   0.00
Avg. price 6M:   2.60
Avg. volume 6M:   0.00
Avg. price 1Y:   3.62
Avg. volume 1Y:   0.00
Volatility 1M:   124.65%
Volatility 6M:   99.24%
Volatility 1Y:   82.82%
Volatility 3Y:   -