JP Morgan Call 245 BOX 17.01.2025
/ DE000JL1KNP3
JP Morgan Call 245 BOX 17.01.2025/ DE000JL1KNP3 /
9/11/2024 9:22:29 AM |
Chg.-0.12 |
Bid6:33:17 PM |
Ask6:33:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.53EUR |
-7.27% |
1.42 Bid Size: 30,000 |
1.45 Ask Size: 30,000 |
BECTON, DICKINSON ... |
245.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
4/5/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.17 |
Parity: |
-3.11 |
Time value: |
1.66 |
Break-even: |
261.60 |
Moneyness: |
0.87 |
Premium: |
0.22 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.09 |
Spread %: |
5.73% |
Delta: |
0.41 |
Theta: |
-0.11 |
Omega: |
5.25 |
Rho: |
0.25 |
Quote data
Open: |
1.53 |
High: |
1.53 |
Low: |
1.53 |
Previous Close: |
1.65 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.93% |
1 Month |
|
|
-17.30% |
3 Months |
|
|
-35.17% |
YTD |
|
|
-56.66% |
1 Year |
|
|
-74.02% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.82 |
1.38 |
1M High / 1M Low: |
1.96 |
1.38 |
6M High / 6M Low: |
3.25 |
1.33 |
High (YTD): |
1/8/2024 |
3.75 |
Low (YTD): |
7/10/2024 |
1.33 |
52W High: |
9/11/2023 |
5.89 |
52W Low: |
7/10/2024 |
1.33 |
Avg. price 1W: |
|
1.58 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.69 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.19 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.04 |
Avg. volume 1Y: |
|
.16 |
Volatility 1M: |
|
99.36% |
Volatility 6M: |
|
106.95% |
Volatility 1Y: |
|
91.16% |
Volatility 3Y: |
|
- |