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JP Morgan Call 280 BOX 17.01.2025/  DE000JL1MHY3  /

EUWAX
2024-05-23  1:59:04 PM Chg.+0.030 Bid6:51:37 PM Ask6:51:37 PM Underlying Strike price Expiration date Option type
0.880EUR +3.53% 0.710
Bid Size: 20,000		 0.760
Ask Size: 20,000		 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: 20.63
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -6.34
Time value: 1.05
Break-even: 290.50
Moneyness: 0.77
Premium: 0.34
Premium p.a.: 0.57
Spread abs.: 0.20
Spread %: 23.53%
Delta: 0.29
Theta: -0.05
Omega: 5.88
Rho: 0.34
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -24.79%
3 Months
  -50.56%
YTD
  -57.69%
1 Year
  -73.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.850
1M High / 1M Low: 1.350 0.850
6M High / 6M Low: 2.260 0.850
High (YTD): 2024-01-08 2.260
Low (YTD): 2024-05-22 0.850
52W High: 2023-07-27 5.210
52W Low: 2024-05-22 0.850
Avg. price 1W:   0.940
Avg. volume 1W:   0.000
Avg. price 1M:   1.030
Avg. volume 1M:   0.000
Avg. price 6M:   1.570
Avg. volume 6M:   13.823
Avg. price 1Y:   2.732
Avg. volume 1Y:   6.695
Volatility 1M:   154.90%
Volatility 6M:   110.10%
Volatility 1Y:   101.82%
Volatility 3Y:   -