OverviewChartNewsTraderScreen

JP Morgan Call 245 BOX 17.01.2025/  DE000JL1KNP3  /

EUWAX
7/10/2024  9:06:43 AM Chg.-0.19 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.33EUR -12.50% -
Bid Size: -		 -
Ask Size: -		 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: 14.22
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.18
Parity: -4.02
Time value: 1.44
Break-even: 259.40
Moneyness: 0.84
Premium: 0.27
Premium p.a.: 0.57
Spread abs.: 0.10
Spread %: 7.46%
Delta: 0.37
Theta: -0.07
Omega: 5.28
Rho: 0.32
 

Quote data

Open: 1.33
High: 1.33
Low: 1.33
Previous Close: 1.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.00%
1 Month
  -43.40%
3 Months
  -58.44%
YTD
  -62.32%
1 Year
  -74.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.75 1.52
1M High / 1M Low: 2.36 1.52
6M High / 6M Low: 3.33 1.52
High (YTD): 1/8/2024 3.75
Low (YTD): 7/9/2024 1.52
52W High: 7/27/2023 6.96
52W Low: 7/9/2024 1.52
Avg. price 1W:   1.65
Avg. volume 1W:   0.00
Avg. price 1M:   1.97
Avg. volume 1M:   0.00
Avg. price 6M:   2.61
Avg. volume 6M:   0.00
Avg. price 1Y:   3.82
Avg. volume 1Y:   .16
Volatility 1M:   89.09%
Volatility 6M:   87.49%
Volatility 1Y:   80.62%
Volatility 3Y:   -