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JP Morgan Call 245 BOX 17.01.2025/  DE000JL1KNP3  /

EUWAX
28/06/2024  09:06:09 Chg.-0.03 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
1.85EUR -1.60% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 245.00 - 17/01/2025 Call
 

Master data

WKN: JL1KNP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 17/01/2025
Issue date: 05/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.19
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.18
Parity: -2.69
Time value: 2.14
Break-even: 266.40
Moneyness: 0.89
Premium: 0.22
Premium p.a.: 0.44
Spread abs.: 0.15
Spread %: 7.54%
Delta: 0.46
Theta: -0.08
Omega: 4.66
Rho: 0.43
 

Quote data

Open: 1.85
High: 1.85
Low: 1.85
Previous Close: 1.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.50%
1 Month  
+8.82%
3 Months
  -41.27%
YTD
  -47.59%
1 Year
  -65.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.28 1.85
1M High / 1M Low: 2.36 1.56
6M High / 6M Low: 3.75 1.56
High (YTD): 08/01/2024 3.75
Low (YTD): 30/05/2024 1.56
52W High: 27/07/2023 6.96
52W Low: 30/05/2024 1.56
Avg. price 1W:   2.03
Avg. volume 1W:   0.00
Avg. price 1M:   2.07
Avg. volume 1M:   0.00
Avg. price 6M:   2.71
Avg. volume 6M:   0.00
Avg. price 1Y:   3.92
Avg. volume 1Y:   .16
Volatility 1M:   119.25%
Volatility 6M:   87.13%
Volatility 1Y:   79.43%
Volatility 3Y:   -