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JP Morgan Call 275 BOX 17.01.2025/  DE000JL1MHZ0  /

EUWAX
2024-05-24  9:03:50 AM Chg.-0.180 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.860EUR -17.31% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 275.00 - 2025-01-17 Call
 

Master data

WKN: JL1MHZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 275.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.09
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.18
Parity: -6.41
Time value: 1.00
Break-even: 285.00
Moneyness: 0.77
Premium: 0.35
Premium p.a.: 0.59
Spread abs.: 0.20
Spread %: 25.00%
Delta: 0.28
Theta: -0.05
Omega: 5.88
Rho: 0.32
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 1.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.21%
1 Month
  -23.21%
3 Months
  -57.64%
YTD
  -62.11%
1 Year
  -73.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.860
1M High / 1M Low: 1.540 0.860
6M High / 6M Low: 2.460 0.860
High (YTD): 2024-01-08 2.460
Low (YTD): 2024-05-24 0.860
52W High: 2023-07-27 5.440
52W Low: 2024-05-24 0.860
Avg. price 1W:   1.018
Avg. volume 1W:   0.000
Avg. price 1M:   1.157
Avg. volume 1M:   0.000
Avg. price 6M:   1.731
Avg. volume 6M:   0.000
Avg. price 1Y:   2.907
Avg. volume 1Y:   0.000
Volatility 1M:   155.54%
Volatility 6M:   106.67%
Volatility 1Y:   98.29%
Volatility 3Y:   -