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JP Morgan Call 285 BOX 17.01.2025/  DE000JL1MJ07  /

EUWAX
2024-06-06  9:21:04 AM Chg.-0.120 Bid10:30:14 AM Ask10:30:14 AM Underlying Strike price Expiration date Option type
0.690EUR -14.81% 0.690
Bid Size: 1,000		 0.890
Ask Size: 1,000		 BECTON, DICKINSON ... 285.00 - 2025-01-17 Call
 

Master data

WKN: JL1MJ0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 285.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.15
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -6.77
Time value: 0.90
Break-even: 294.00
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.63
Spread abs.: 0.20
Spread %: 28.57%
Delta: 0.26
Theta: -0.05
Omega: 6.23
Rho: 0.29
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.810
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+76.92%
1 Month
  -20.69%
3 Months
  -42.98%
YTD
  -63.68%
1 Year
  -79.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.390
1M High / 1M Low: 0.940 0.390
6M High / 6M Low: 2.070 0.390
High (YTD): 2024-01-08 2.070
Low (YTD): 2024-05-30 0.390
52W High: 2023-07-27 4.990
52W Low: 2024-05-30 0.390
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.727
Avg. volume 1M:   0.000
Avg. price 6M:   1.316
Avg. volume 6M:   0.000
Avg. price 1Y:   2.448
Avg. volume 1Y:   0.000
Volatility 1M:   229.18%
Volatility 6M:   144.72%
Volatility 1Y:   123.20%
Volatility 3Y:   -