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JP Morgan Call 255 BOX 17.01.2025/  DE000JL1KNT5  /

EUWAX
2024-05-28  9:04:15 AM Chg.+0.11 Bid3:30:43 PM Ask3:30:43 PM Underlying Strike price Expiration date Option type
1.50EUR +7.91% 1.37
Bid Size: 2,000		 1.52
Ask Size: 2,000		 BECTON, DICKINSON ... 255.00 - 2025-01-17 Call
 

Master data

WKN: JL1KNT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 255.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.39
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.18
Parity: -4.44
Time value: 1.70
Break-even: 272.00
Moneyness: 0.83
Premium: 0.29
Premium p.a.: 0.49
Spread abs.: 0.20
Spread %: 13.33%
Delta: 0.39
Theta: -0.07
Omega: 4.80
Rho: 0.41
 

Quote data

Open: 1.50
High: 1.50
Low: 1.50
Previous Close: 1.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.21%
1 Month
  -19.79%
3 Months
  -42.53%
YTD
  -51.46%
1 Year
  -62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.88 1.39
1M High / 1M Low: 2.35 1.39
6M High / 6M Low: 3.30 1.39
High (YTD): 2024-01-08 3.30
Low (YTD): 2024-05-27 1.39
52W High: 2023-07-27 6.43
52W Low: 2024-05-27 1.39
Avg. price 1W:   1.67
Avg. volume 1W:   0.00
Avg. price 1M:   1.89
Avg. volume 1M:   0.00
Avg. price 6M:   2.50
Avg. volume 6M:   0.00
Avg. price 1Y:   3.74
Avg. volume 1Y:   0.00
Volatility 1M:   120.31%
Volatility 6M:   81.57%
Volatility 1Y:   78.76%
Volatility 3Y:   -