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JP Morgan Call 460 UNH 17.01.2025/  DE000JL66KX5  /

EUWAX
2024-09-10  12:50:28 PM Chg.-0.02 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.30EUR -1.52% -
Bid Size: -		 -
Ask Size: -		 UNITEDHEALTH GROUP D... 460.00 - 2025-01-17 Call
 

Master data

WKN: JL66KX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2025-01-17
Issue date: 2023-06-16
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.11
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.78
Implied volatility: 0.71
Historic volatility: 0.20
Parity: 0.78
Time value: 0.53
Break-even: 591.00
Moneyness: 1.17
Premium: 0.10
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 0.77%
Delta: 0.73
Theta: -0.31
Omega: 3.00
Rho: 0.93
 

Quote data

Open: 1.30
High: 1.30
Low: 1.30
Previous Close: 1.32
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.70%
1 Month  
+18.18%
3 Months  
+120.34%
YTD  
+35.42%
1 Year  
+60.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.39 1.29
1M High / 1M Low: 1.39 1.05
6M High / 6M Low: 1.39 0.34
High (YTD): 2024-09-05 1.39
Low (YTD): 2024-04-15 0.34
52W High: 2024-09-05 1.39
52W Low: 2024-04-15 0.34
Avg. price 1W:   1.33
Avg. volume 1W:   0.00
Avg. price 1M:   1.23
Avg. volume 1M:   0.00
Avg. price 6M:   0.78
Avg. volume 6M:   25.39
Avg. price 1Y:   0.89
Avg. volume 1Y:   15.69
Volatility 1M:   49.58%
Volatility 6M:   120.32%
Volatility 1Y:   103.48%
Volatility 3Y:   -