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JP Morgan Call 315 BOX 17.01.2025/  DE000JL7YWA4  /

EUWAX
2024-05-23  2:08:07 PM Chg.+0.020 Bid9:24:53 PM Ask9:24:53 PM Underlying Strike price Expiration date Option type
0.210EUR +10.53% 0.160
Bid Size: 7,500		 0.260
Ask Size: 7,500		 BECTON, DICKINSON ... 315.00 - 2025-01-17 Call
 

Master data

WKN: JL7YWA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 315.00 -
Maturity: 2025-01-17
Issue date: 2023-07-26
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.32
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -9.84
Time value: 0.50
Break-even: 320.00
Moneyness: 0.69
Premium: 0.48
Premium p.a.: 0.82
Spread abs.: 0.30
Spread %: 150.00%
Delta: 0.16
Theta: -0.04
Omega: 7.03
Rho: 0.20
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.23%
1 Month
  -41.67%
3 Months
  -71.62%
YTD
  -77.66%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.190
1M High / 1M Low: 0.430 0.190
6M High / 6M Low: 1.070 0.190
High (YTD): 2024-01-08 1.070
Low (YTD): 2024-05-22 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.275
Avg. volume 1M:   0.000
Avg. price 6M:   0.623
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.66%
Volatility 6M:   177.47%
Volatility 1Y:   -
Volatility 3Y:   -