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JP Morgan Call 245 BDX 19.07.2024/  DE000JK892F7  /

EUWAX
2024-05-24  10:23:29 AM Chg.-0.110 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.600EUR -15.49% -
Bid Size: -		 -
Ask Size: -		 Becton Dickinson and... 245.00 USD 2024-07-19 Call
 

Master data

WKN: JK892F
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Becton Dickinson and Company
Type: Warrant
Option type: Call
Strike price: 245.00 USD
Maturity: 2024-07-19
Issue date: 2024-05-09
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.56
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.18
Parity: -1.49
Time value: 0.52
Break-even: 231.07
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.83
Spread abs.: 0.10
Spread %: 23.81%
Delta: 0.33
Theta: -0.09
Omega: 13.25
Rho: 0.10
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.83%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.600
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.712
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -