JP Morgan Call 240 BOX 17.01.2025
/ DE000JL5EVZ9
JP Morgan Call 240 BOX 17.01.2025/ DE000JL5EVZ9 /
| 2024-05-24 8:37:44 AM |
Chg.-0.23 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
-9.50% |
-
Bid Size: - |
-
Ask Size: - |
BECTON, DICKINSON ... |
240.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL5EVZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-31 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.18 |
| Parity: |
-2.91 |
| Time value: |
2.25 |
| Break-even: |
262.50 |
| Moneyness: |
0.88 |
| Premium: |
0.24 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.15 |
| Spread %: |
7.14% |
| Delta: |
0.46 |
| Theta: |
-0.07 |
| Omega: |
4.33 |
| Rho: |
0.49 |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.19 |
| Previous Close: |
2.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.78% |
| 1 Month |
|
|
-13.10% |
| 3 Months |
|
|
-38.66% |
| YTD |
|
|
-40.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.51 |
2.19 |
| 1M High / 1M Low: |
3.04 |
2.19 |
| 6M High / 6M Low: |
3.97 |
2.19 |
| High (YTD): |
2024-01-08 |
3.97 |
| Low (YTD): |
2024-05-24 |
2.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.08% |
| Volatility 6M: |
|
67.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
