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JP Morgan Call 275 BOX 17.01.2025/  DE000JL1MHZ0  /

EUWAX
2024-05-23  1:59:04 PM Chg.+0.03 Bid8:01:44 PM Ask8:01:44 PM Underlying Strike price Expiration date Option type
1.04EUR +2.97% 0.84
Bid Size: 20,000		 0.89
Ask Size: 20,000		 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: 17.90
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.18
Parity: -5.84
Time value: 1.21
Break-even: 287.10
Moneyness: 0.79
Premium: 0.33
Premium p.a.: 0.54
Spread abs.: 0.20
Spread %: 19.80%
Delta: 0.31
Theta: -0.06
Omega: 5.59
Rho: 0.36
 

Quote data

Open: 1.04
High: 1.04
Low: 1.04
Previous Close: 1.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -21.80%
3 Months
  -47.21%
YTD
  -54.19%
1 Year
  -70.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.20 1.01
1M High / 1M Low: 1.54 1.01
6M High / 6M Low: 2.46 1.01
High (YTD): 2024-01-08 2.46
Low (YTD): 2024-05-22 1.01
52W High: 2023-07-27 5.44
52W Low: 2024-05-22 1.01
Avg. price 1W:   1.10
Avg. volume 1W:   0.00
Avg. price 1M:   1.20
Avg. volume 1M:   0.00
Avg. price 6M:   1.75
Avg. volume 6M:   0.00
Avg. price 1Y:   2.93
Avg. volume 1Y:   0.00
Volatility 1M:   143.79%
Volatility 6M:   104.05%
Volatility 1Y:   96.78%
Volatility 3Y:   -