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JP Morgan Call 275 BOX 17.01.2025/  DE000JL1MHZ0  /

EUWAX
31/07/2024  13:59:43 Chg.+0.17 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
1.15EUR +17.35% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 275.00 - 17/01/2025 Call
 

Master data

WKN: JL1MHZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 275.00 -
Maturity: 17/01/2025
Issue date: 05/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.93
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.18
Parity: -5.15
Time value: 1.32
Break-even: 288.20
Moneyness: 0.81
Premium: 0.29
Premium p.a.: 0.73
Spread abs.: 0.15
Spread %: 12.82%
Delta: 0.33
Theta: -0.08
Omega: 5.60
Rho: 0.28
 

Quote data

Open: 1.15
High: 1.15
Low: 1.15
Previous Close: 0.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.57%
1 Month  
+53.33%
3 Months
  -5.74%
YTD
  -49.34%
1 Year
  -76.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.790
1M High / 1M Low: 1.020 0.460
6M High / 6M Low: 2.070 0.460
High (YTD): 08/01/2024 2.460
Low (YTD): 10/07/2024 0.460
52W High: 25/08/2023 5.380
52W Low: 10/07/2024 0.460
Avg. price 1W:   0.910
Avg. volume 1W:   0.000
Avg. price 1M:   0.712
Avg. volume 1M:   0.000
Avg. price 6M:   1.301
Avg. volume 6M:   0.000
Avg. price 1Y:   2.333
Avg. volume 1Y:   0.000
Volatility 1M:   200.40%
Volatility 6M:   155.61%
Volatility 1Y:   125.67%
Volatility 3Y:   -