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JP Morgan Call 245 BOX 21.06.2024/  DE000JB1P2U9  /

EUWAX
2024-05-13  9:00:13 AM Chg.-0.040 Bid3:27:09 PM Ask3:27:09 PM Underlying Strike price Expiration date Option type
0.540EUR -6.90% 0.560
Bid Size: 2,000		 0.630
Ask Size: 2,000		 BECTON, DICKINSON ... 245.00 - 2024-06-21 Call
 

Master data

WKN: JB1P2U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 2024-06-21
Issue date: 2023-09-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.19
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.18
Parity: -2.62
Time value: 0.64
Break-even: 251.40
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 2.67
Spread abs.: 0.10
Spread %: 18.52%
Delta: 0.29
Theta: -0.17
Omega: 10.03
Rho: 0.06
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.92%
1 Month
  -59.09%
3 Months
  -70.17%
YTD
  -75.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.500
1M High / 1M Low: 1.120 0.500
6M High / 6M Low: 2.440 0.500
High (YTD): 2024-01-08 2.440
Low (YTD): 2024-05-09 0.500
52W High: - -
52W Low: - -
Avg. price 1W:   0.620
Avg. volume 1W:   0.000
Avg. price 1M:   0.803
Avg. volume 1M:   0.000
Avg. price 6M:   1.614
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   274.32%
Volatility 6M:   143.04%
Volatility 1Y:   -
Volatility 3Y:   -