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JP Morgan Call 260 BOX 17.01.2025/  DE000JL1KNU3  /

EUWAX
2024-06-06  9:20:51 AM Chg.-0.16 Bid10:30:14 AM Ask10:30:14 AM Underlying Strike price Expiration date Option type
1.53EUR -9.47% 1.53
Bid Size: 2,000		 1.68
Ask Size: 2,000		 BECTON, DICKINSON ... 260.00 - 2025-01-17 Call
 

Master data

WKN: JL1KNU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.86
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.18
Parity: -4.27
Time value: 1.69
Break-even: 276.90
Moneyness: 0.84
Premium: 0.27
Premium p.a.: 0.48
Spread abs.: 0.15
Spread %: 9.74%
Delta: 0.39
Theta: -0.07
Omega: 4.98
Rho: 0.41
 

Quote data

Open: 1.53
High: 1.53
Low: 1.53
Previous Close: 1.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+51.49%
1 Month
  -12.07%
3 Months
  -26.44%
YTD
  -46.88%
1 Year
  -65.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.69 1.01
1M High / 1M Low: 1.85 1.01
6M High / 6M Low: 3.08 1.01
High (YTD): 2024-01-08 3.08
Low (YTD): 2024-05-30 1.01
52W High: 2023-07-27 6.17
52W Low: 2024-05-30 1.01
Avg. price 1W:   1.39
Avg. volume 1W:   0.00
Avg. price 1M:   1.56
Avg. volume 1M:   0.00
Avg. price 6M:   2.23
Avg. volume 6M:   0.00
Avg. price 1Y:   3.45
Avg. volume 1Y:   0.00
Volatility 1M:   153.03%
Volatility 6M:   99.75%
Volatility 1Y:   89.76%
Volatility 3Y:   -