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JP Morgan Call 235 BOX 21.06.2024/  DE000JB1TUA3  /

EUWAX
2024-05-24  10:46:33 AM Chg.-0.120 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.660EUR -15.38% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 235.00 - 2024-06-21 Call
 

Master data

WKN: JB1TUA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 235.00 -
Maturity: 2024-06-21
Issue date: 2023-09-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.35
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.18
Parity: -2.41
Time value: 0.55
Break-even: 240.50
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 4.89
Spread abs.: 0.09
Spread %: 19.57%
Delta: 0.28
Theta: -0.22
Omega: 10.85
Rho: 0.04
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.03%
1 Month
  -38.89%
3 Months
  -71.30%
YTD
  -75.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.660
1M High / 1M Low: 1.560 0.660
6M High / 6M Low: 2.880 0.660
High (YTD): 2024-01-08 2.880
Low (YTD): 2024-05-24 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   0.806
Avg. volume 1W:   0.000
Avg. price 1M:   1.026
Avg. volume 1M:   0.000
Avg. price 6M:   1.948
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.72%
Volatility 6M:   120.81%
Volatility 1Y:   -
Volatility 3Y:   -