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JP Morgan Call 240 BOX 17.01.2025/  DE000JL5EVZ9  /

EUWAX
7/16/2024  8:39:51 AM Chg.-0.19 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.75EUR -9.79% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 240.00 - 1/17/2025 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: 1/17/2025
Issue date: 5/31/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.92
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.18
Parity: -3.26
Time value: 1.90
Break-even: 259.00
Moneyness: 0.86
Premium: 0.25
Premium p.a.: 0.55
Spread abs.: 0.15
Spread %: 8.57%
Delta: 0.43
Theta: -0.08
Omega: 4.67
Rho: 0.35
 

Quote data

Open: 1.75
High: 1.75
Low: 1.75
Previous Close: 1.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.16%
1 Month
  -18.98%
3 Months
  -38.60%
YTD
  -52.83%
1 Year
  -67.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.94 1.53
1M High / 1M Low: 2.53 1.53
6M High / 6M Low: 3.61 1.53
High (YTD): 1/8/2024 3.97
Low (YTD): 7/10/2024 1.53
52W High: 8/28/2023 7.17
52W Low: 7/10/2024 1.53
Avg. price 1W:   1.73
Avg. volume 1W:   0.00
Avg. price 1M:   2.05
Avg. volume 1M:   0.00
Avg. price 6M:   2.79
Avg. volume 6M:   0.00
Avg. price 1Y:   3.98
Avg. volume 1Y:   0.00
Volatility 1M:   111.49%
Volatility 6M:   88.20%
Volatility 1Y:   78.71%
Volatility 3Y:   -