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JP Morgan Call 315 BOX 17.01.2025/  DE000JL7YWA4  /

EUWAX
2024-05-17  9:41:50 AM Chg.-0.040 Bid1:04:09 PM Ask1:04:09 PM Underlying Strike price Expiration date Option type
0.220EUR -15.38% 0.220
Bid Size: 500		 0.520
Ask Size: 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: 41.08
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -9.73
Time value: 0.53
Break-even: 320.30
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 0.78
Spread abs.: 0.30
Spread %: 130.43%
Delta: 0.17
Theta: -0.04
Omega: 6.94
Rho: 0.21
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -45.00%
3 Months
  -65.63%
YTD
  -76.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.230
1M High / 1M Low: 0.430 0.230
6M High / 6M Low: 1.070 0.230
High (YTD): 2024-01-08 1.070
Low (YTD): 2024-05-13 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   0.640
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.09%
Volatility 6M:   177.60%
Volatility 1Y:   -
Volatility 3Y:   -