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JP Morgan Call 270 AP3 17.01.2025/  DE000JL1JU23  /

EUWAX
2024-05-28  10:27:22 AM Chg.-0.01 Bid3:56:17 PM Ask3:56:17 PM Underlying Strike price Expiration date Option type
1.82EUR -0.55% 1.81
Bid Size: 30,000		 1.85
Ask Size: 30,000		 AIR PROD. CHEM. ... 270.00 - 2025-01-17 Call
 

Master data

WKN: JL1JU2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 2025-01-17
Issue date: 2023-03-27
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.88
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -2.64
Time value: 2.05
Break-even: 290.50
Moneyness: 0.90
Premium: 0.19
Premium p.a.: 0.32
Spread abs.: 0.20
Spread %: 10.81%
Delta: 0.45
Theta: -0.07
Omega: 5.36
Rho: 0.57
 

Quote data

Open: 1.82
High: 1.82
Low: 1.82
Previous Close: 1.83
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.09%
1 Month  
+76.70%
3 Months  
+54.24%
YTD
  -44.68%
1 Year
  -56.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.80
1M High / 1M Low: 1.84 1.02
6M High / 6M Low: 3.35 0.68
High (YTD): 2024-01-02 3.22
Low (YTD): 2024-02-07 0.68
52W High: 2023-07-25 6.06
52W Low: 2024-02-07 0.68
Avg. price 1W:   1.83
Avg. volume 1W:   0.00
Avg. price 1M:   1.40
Avg. volume 1M:   0.00
Avg. price 6M:   1.80
Avg. volume 6M:   0.00
Avg. price 1Y:   3.37
Avg. volume 1Y:   0.00
Volatility 1M:   128.69%
Volatility 6M:   143.02%
Volatility 1Y:   121.48%
Volatility 3Y:   -