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JP Morgan Call 250 BOX 21.06.2024/  DE000JB03Y15  /

EUWAX
2024-05-22  8:39:03 AM Chg.- Bid11:10:17 AM Ask11:10:17 AM Underlying Strike price Expiration date Option type
0.200EUR - 0.190
Bid Size: 1,000		 0.340
Ask Size: 1,000		 BECTON, DICKINSON ... 250.00 - 2024-06-21 Call
 

Master data

WKN: JB03Y1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-06-21
Issue date: 2023-08-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 63.70
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.18
Parity: -3.34
Time value: 0.34
Break-even: 253.40
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 6.22
Spread abs.: 0.15
Spread %: 78.95%
Delta: 0.20
Theta: -0.16
Omega: 12.65
Rho: 0.03
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.95%
1 Month
  -69.23%
3 Months
  -87.01%
YTD
  -89.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.200
1M High / 1M Low: 0.810 0.200
6M High / 6M Low: 2.190 0.200
High (YTD): 2024-01-08 2.190
Low (YTD): 2024-05-22 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.455
Avg. volume 1M:   0.000
Avg. price 6M:   1.305
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   311.72%
Volatility 6M:   176.17%
Volatility 1Y:   -
Volatility 3Y:   -