OverviewChartNewsTraderScreen

JP Morgan Call 245 BOX 17.01.2025/  DE000JL1KNP3  /

EUWAX
2024-05-24  9:03:33 AM Chg.-0.24 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.97EUR -10.86% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 245.00 - 2025-01-17 Call
 

Master data

WKN: JL1KNP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.34
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.18
Parity: -3.41
Time value: 2.04
Break-even: 265.40
Moneyness: 0.86
Premium: 0.26
Premium p.a.: 0.42
Spread abs.: 0.15
Spread %: 7.94%
Delta: 0.44
Theta: -0.07
Omega: 4.51
Rho: 0.47
 

Quote data

Open: 1.97
High: 1.97
Low: 1.97
Previous Close: 2.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.44%
1 Month
  -13.60%
3 Months
  -36.45%
YTD
  -44.19%
1 Year
  -55.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.31 1.97
1M High / 1M Low: 2.80 1.97
6M High / 6M Low: 3.75 1.97
High (YTD): 2024-01-08 3.75
Low (YTD): 2024-05-24 1.97
52W High: 2023-07-27 6.96
52W Low: 2024-05-24 1.97
Avg. price 1W:   2.18
Avg. volume 1W:   0.00
Avg. price 1M:   2.34
Avg. volume 1M:   0.00
Avg. price 6M:   2.95
Avg. volume 6M:   .32
Avg. price 1Y:   4.21
Avg. volume 1Y:   .16
Volatility 1M:   105.14%
Volatility 6M:   72.15%
Volatility 1Y:   71.76%
Volatility 3Y:   -