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JP Morgan Call 255 BOX 17.01.2025/  DE000JL1KNT5  /

EUWAX
2024-09-10  9:23:10 AM Chg.+0.15 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.23EUR +13.89% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 255.00 - 2025-01-17 Call
 

Master data

WKN: JL1KNT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 255.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.04
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.17
Parity: -4.00
Time value: 1.34
Break-even: 268.40
Moneyness: 0.84
Premium: 0.25
Premium p.a.: 0.87
Spread abs.: 0.10
Spread %: 8.06%
Delta: 0.36
Theta: -0.10
Omega: 5.70
Rho: 0.22
 

Quote data

Open: 1.23
High: 1.23
Low: 1.23
Previous Close: 1.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.89%
1 Month
  -15.17%
3 Months
  -35.60%
YTD
  -60.19%
1 Year
  -76.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.48 0.98
1M High / 1M Low: 1.52 0.98
6M High / 6M Low: 2.80 0.98
High (YTD): 2024-01-08 3.30
Low (YTD): 2024-09-06 0.98
52W High: 2023-09-11 5.40
52W Low: 2024-09-06 0.98
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.28
Avg. volume 1M:   0.00
Avg. price 6M:   1.78
Avg. volume 6M:   0.00
Avg. price 1Y:   2.61
Avg. volume 1Y:   0.00
Volatility 1M:   112.90%
Volatility 6M:   125.02%
Volatility 1Y:   104.17%
Volatility 3Y:   -