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JP Morgan Call 245 BOX 17.01.2025/  DE000JL1KNP3  /

EUWAX
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:   -