OverviewChartNewsTraderScreen

JP Morgan Call 305 BOX 17.01.2025/  DE000JL2F6L9  /

EUWAX
2024-06-06  11:12:12 AM Chg.-0.070 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.290EUR -19.44% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 305.00 - 2025-01-17 Call
 

Master data

WKN: JL2F6L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 305.00 -
Maturity: 2025-01-17
Issue date: 2023-04-24
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.22
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -8.77
Time value: 0.60
Break-even: 311.00
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 0.79
Spread abs.: 0.30
Spread %: 100.00%
Delta: 0.19
Theta: -0.04
Omega: 6.83
Rho: 0.22
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.11%
1 Month
  -32.56%
3 Months
  -60.81%
YTD
  -76.03%
1 Year
  -89.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.180
1M High / 1M Low: 0.470 0.180
6M High / 6M Low: 1.320 0.180
High (YTD): 2024-01-08 1.320
Low (YTD): 2024-05-30 0.180
52W High: 2023-08-14 4.080
52W Low: 2024-05-30 0.180
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   0.767
Avg. volume 6M:   0.000
Avg. price 1Y:   1.782
Avg. volume 1Y:   0.000
Volatility 1M:   256.19%
Volatility 6M:   182.65%
Volatility 1Y:   151.87%
Volatility 3Y:   -