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JP Morgan Call 280 BOX 17.01.2025/  DE000JL1MHY3  /

EUWAX
2024-06-06  9:21:04 AM Chg.-0.140 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.830EUR -14.43% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 280.00 - 2025-01-17 Call
 

Master data

WKN: JL1MHY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 280.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.90
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.18
Parity: -6.27
Time value: 1.04
Break-even: 290.40
Moneyness: 0.78
Premium: 0.34
Premium p.a.: 0.60
Spread abs.: 0.20
Spread %: 23.81%
Delta: 0.28
Theta: -0.06
Omega: 5.93
Rho: 0.32
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.970
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+72.92%
1 Month
  -17.82%
3 Months
  -38.97%
YTD
  -60.10%
1 Year
  -77.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.480
1M High / 1M Low: 1.100 0.480
6M High / 6M Low: 2.260 0.480
High (YTD): 2024-01-08 2.260
Low (YTD): 2024-05-30 0.480
52W High: 2023-07-27 5.210
52W Low: 2024-05-30 0.480
Avg. price 1W:   0.746
Avg. volume 1W:   0.000
Avg. price 1M:   0.867
Avg. volume 1M:   0.000
Avg. price 6M:   1.481
Avg. volume 6M:   13.712
Avg. price 1Y:   2.634
Avg. volume 1Y:   6.695
Volatility 1M:   215.18%
Volatility 6M:   134.64%
Volatility 1Y:   115.61%
Volatility 3Y:   -