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JP Morgan Call 450 UNH 17.01.2025/  DE000JL66KW7  /

EUWAX
10/11/2024  11:13:11 AM Chg.+0.14 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.41EUR +11.02% -
Bid Size: -		 -
Ask Size: -		 UNITEDHEALTH GROUP D... 450.00 - 1/17/2025 Call
 

Master data

WKN: JL66KW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 1/17/2025
Issue date: 6/16/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.82
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.97
Implied volatility: 0.82
Historic volatility: 0.20
Parity: 0.97
Time value: 0.46
Break-even: 593.00
Moneyness: 1.22
Premium: 0.08
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.76
Theta: -0.40
Omega: 2.89
Rho: 0.72
 

Quote data

Open: 1.41
High: 1.41
Low: 1.41
Previous Close: 1.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.92%
1 Month  
+6.02%
3 Months  
+95.83%
YTD  
+38.24%
1 Year  
+7.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.41 1.27
1M High / 1M Low: 1.41 1.19
6M High / 6M Low: 1.47 0.39
High (YTD): 9/5/2024 1.47
Low (YTD): 4/15/2024 0.39
52W High: 9/5/2024 1.47
52W Low: 4/15/2024 0.39
Avg. price 1W:   1.34
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   0.97
Avg. volume 6M:   0.00
Avg. price 1Y:   0.98
Avg. volume 1Y:   0.00
Volatility 1M:   63.40%
Volatility 6M:   107.16%
Volatility 1Y:   97.76%
Volatility 3Y:   -