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JP Morgan Call 260 BOX 17.01.2025/  DE000JL1KNU3  /

EUWAX
09/07/2024  09:05:43 Chg.-0.04 Bid19:34:47 Ask19:34:47 Underlying Strike price Expiration date Option type
0.98EUR -3.92% 0.90
Bid Size: 25,000		 0.94
Ask Size: 25,000		 BECTON, DICKINSON ... 260.00 - 17/01/2025 Call
 

Master data

WKN: JL1KNU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 17/01/2025
Issue date: 05/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.43
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.18
Parity: -5.18
Time value: 1.13
Break-even: 271.30
Moneyness: 0.80
Premium: 0.30
Premium p.a.: 0.65
Spread abs.: 0.15
Spread %: 15.31%
Delta: 0.31
Theta: -0.07
Omega: 5.77
Rho: 0.28
 

Quote data

Open: 0.98
High: 0.98
Low: 0.98
Previous Close: 1.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.04%
1 Month
  -42.01%
3 Months
  -58.30%
YTD
  -65.97%
1 Year
  -78.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.17 1.02
1M High / 1M Low: 1.71 1.02
6M High / 6M Low: 2.69 1.01
High (YTD): 08/01/2024 3.08
Low (YTD): 30/05/2024 1.01
52W High: 27/07/2023 6.17
52W Low: 30/05/2024 1.01
Avg. price 1W:   1.11
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   2.00
Avg. volume 6M:   0.00
Avg. price 1Y:   3.16
Avg. volume 1Y:   0.00
Volatility 1M:   117.49%
Volatility 6M:   108.43%
Volatility 1Y:   95.90%
Volatility 3Y:   -