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JP Morgan Call 230 BOX 21.06.2024/  DE000JB4H2D2  /

EUWAX
2024-05-27  9:37:54 AM Chg.-0.220 Bid4:58:54 PM Ask4:58:54 PM Underlying Strike price Expiration date Option type
0.580EUR -27.50% 0.670
Bid Size: 2,000		 0.820
Ask Size: 2,000		 BECTON, DICKINSON ... 230.00 - 2024-06-21 Call
 

Master data

WKN: JB4H2D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2024-06-21
Issue date: 2023-10-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.39
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.18
Parity: -1.91
Time value: 0.77
Break-even: 237.70
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 4.72
Spread abs.: 0.08
Spread %: 11.59%
Delta: 0.35
Theta: -0.28
Omega: 9.46
Rho: 0.04
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -55.38%
3 Months
  -75.83%
YTD
  -80.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.160 0.800
1M High / 1M Low: 1.810 0.800
6M High / 6M Low: 3.220 0.800
High (YTD): 2024-01-08 3.220
Low (YTD): 2024-05-24 0.800
52W High: - -
52W Low: - -
Avg. price 1W:   1.038
Avg. volume 1W:   0.000
Avg. price 1M:   1.259
Avg. volume 1M:   0.000
Avg. price 6M:   2.217
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.98%
Volatility 6M:   111.01%
Volatility 1Y:   -
Volatility 3Y:   -