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JP Morgan Call 245 BOX 21.06.2024/  DE000JB1P2U9  /

EUWAX
2024-05-23  1:42:56 PM Chg.+0.010 Bid9:13:09 PM Ask9:13:09 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% 0.180
Bid Size: 20,000		 0.210
Ask Size: 20,000		 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: 49.22
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.18
Parity: -2.84
Time value: 0.44
Break-even: 249.40
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 4.91
Spread abs.: 0.10
Spread %: 29.41%
Delta: 0.24
Theta: -0.18
Omega: 11.85
Rho: 0.04
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.93%
1 Month
  -58.14%
3 Months
  -79.55%
YTD
  -83.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.350
1M High / 1M Low: 1.100 0.350
6M High / 6M Low: 2.440 0.350
High (YTD): 2024-01-08 2.440
Low (YTD): 2024-05-22 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.645
Avg. volume 1M:   0.000
Avg. price 6M:   1.514
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.57%
Volatility 6M:   152.06%
Volatility 1Y:   -
Volatility 3Y:   -