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JP Morgan Call 295 BOX 17.01.2025/  DE000JL0BUH6  /

EUWAX
2024-05-27  9:37:40 AM Chg.-0.080 Bid6:48:24 PM Ask6:48:24 PM Underlying Strike price Expiration date Option type
0.320EUR -20.00% 0.370
Bid Size: 500		 0.870
Ask Size: 500		 BECTON, DICKINSON ... 295.00 - 2025-01-17 Call
 

Master data

WKN: JL0BUH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 295.00 -
Maturity: 2025-01-17
Issue date: 2023-04-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.96
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -8.41
Time value: 0.66
Break-even: 301.60
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 0.74
Spread abs.: 0.30
Spread %: 83.33%
Delta: 0.20
Theta: -0.04
Omega: 6.51
Rho: 0.23
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.82%
1 Month
  -44.83%
3 Months
  -72.88%
YTD
  -79.09%
1 Year
  -87.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.400
1M High / 1M Low: 0.870 0.400
6M High / 6M Low: 1.700 0.400
High (YTD): 2024-01-08 1.700
Low (YTD): 2024-05-24 0.400
52W High: 2023-08-09 4.500
52W Low: 2024-05-24 0.400
Avg. price 1W:   0.496
Avg. volume 1W:   0.000
Avg. price 1M:   0.596
Avg. volume 1M:   0.000
Avg. price 6M:   1.084
Avg. volume 6M:   0.000
Avg. price 1Y:   2.172
Avg. volume 1Y:   0.000
Volatility 1M:   192.29%
Volatility 6M:   136.92%
Volatility 1Y:   123.56%
Volatility 3Y:   -