OverviewChartNewsTraderScreen

JP Morgan Call 265 BOX 17.01.2025/  DE000JL1KNV1  /

EUWAX
7/9/2024  9:05:43 AM Chg.-0.030 Bid1:58:48 PM Ask1:58:48 PM Underlying Strike price Expiration date Option type
0.830EUR -3.49% 0.830
Bid Size: 2,000		 0.930
Ask Size: 2,000		 BECTON, DICKINSON ... 265.00 - 1/17/2025 Call
 

Master data

WKN: JL1KNV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 265.00 -
Maturity: 1/17/2025
Issue date: 4/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.25
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.18
Parity: -5.68
Time value: 0.98
Break-even: 274.80
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.69
Spread abs.: 0.15
Spread %: 18.07%
Delta: 0.29
Theta: -0.06
Omega: 6.06
Rho: 0.26
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.43%
1 Month
  -44.30%
3 Months
  -61.40%
YTD
  -68.91%
1 Year
  -81.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.860
1M High / 1M Low: 1.510 0.860
6M High / 6M Low: 2.490 0.850
High (YTD): 1/8/2024 2.870
Low (YTD): 5/30/2024 0.850
52W High: 7/27/2023 5.920
52W Low: 5/30/2024 0.850
Avg. price 1W:   0.944
Avg. volume 1W:   0.000
Avg. price 1M:   1.193
Avg. volume 1M:   0.000
Avg. price 6M:   1.803
Avg. volume 6M:   0.000
Avg. price 1Y:   2.947
Avg. volume 1Y:   0.000
Volatility 1M:   128.68%
Volatility 6M:   118.55%
Volatility 1Y:   103.05%
Volatility 3Y:   -