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JP Morgan Call 250 BOX 17.01.2025/  DE000JL1KNS7  /

EUWAX
16/08/2024  09:08:33 Chg.-0.07 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
1.45EUR -4.61% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 250.00 - 17/01/2025 Call
 

Master data

WKN: JL1KNS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 17/01/2025
Issue date: 05/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.03
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.17
Parity: -3.67
Time value: 1.52
Break-even: 265.20
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.68
Spread abs.: 0.10
Spread %: 7.04%
Delta: 0.38
Theta: -0.09
Omega: 5.37
Rho: 0.28
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.59%
1 Month  
+7.41%
3 Months
  -33.79%
YTD
  -56.19%
1 Year
  -77.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.66 1.52
1M High / 1M Low: 2.10 1.35
6M High / 6M Low: 3.11 1.15
High (YTD): 08/01/2024 3.52
Low (YTD): 10/07/2024 1.15
52W High: 28/08/2023 6.63
52W Low: 10/07/2024 1.15
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   1.71
Avg. volume 1M:   0.00
Avg. price 6M:   2.15
Avg. volume 6M:   0.00
Avg. price 1Y:   3.15
Avg. volume 1Y:   0.00
Volatility 1M:   138.20%
Volatility 6M:   111.40%
Volatility 1Y:   93.43%
Volatility 3Y:   -