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JP Morgan Call 270 AP3 17.01.2025/  DE000JL1JU23  /

EUWAX
8/29/2024  11:20:19 AM Chg.+0.01 Bid11:42:09 AM Ask11:42:09 AM Underlying Strike price Expiration date Option type
1.98EUR +0.51% 1.98
Bid Size: 2,000		 2.08
Ask Size: 2,000		 AIR PROD. CHEM. ... 270.00 - 1/17/2025 Call
 

Master data

WKN: JL1JU2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 1/17/2025
Issue date: 3/27/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.32
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.26
Parity: -2.12
Time value: 2.02
Break-even: 290.20
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 0.49
Spread abs.: 0.10
Spread %: 5.21%
Delta: 0.46
Theta: -0.11
Omega: 5.62
Rho: 0.36
 

Quote data

Open: 1.98
High: 1.98
Low: 1.98
Previous Close: 1.97
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.61%
1 Month  
+27.74%
3 Months  
+12.50%
YTD
  -39.82%
1 Year
  -61.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.06 1.79
1M High / 1M Low: 2.61 1.55
6M High / 6M Low: 2.83 0.85
High (YTD): 1/2/2024 3.22
Low (YTD): 2/7/2024 0.68
52W High: 9/12/2023 5.86
52W Low: 2/7/2024 0.68
Avg. price 1W:   1.92
Avg. volume 1W:   0.00
Avg. price 1M:   2.02
Avg. volume 1M:   0.00
Avg. price 6M:   1.57
Avg. volume 6M:   0.00
Avg. price 1Y:   2.53
Avg. volume 1Y:   0.00
Volatility 1M:   194.62%
Volatility 6M:   162.32%
Volatility 1Y:   153.78%
Volatility 3Y:   -