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JP Morgan Call 305 BOX 17.01.2025/  DE000JL2F6L9  /

EUWAX
2024-06-06  11:12:12 AM Chg.- Bid9:39:34 AM Ask9:39:34 AM Underlying Strike price Expiration date Option type
0.290EUR - 0.340
Bid Size: 1,000		 0.640
Ask Size: 1,000		 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: 34.45
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -8.45
Time value: 0.64
Break-even: 311.40
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.75
Spread abs.: 0.30
Spread %: 88.24%
Delta: 0.20
Theta: -0.05
Omega: 6.82
Rho: 0.23
 

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  
+52.63%
1 Month
  -38.30%
3 Months
  -63.75%
YTD
  -76.03%
1 Year
  -88.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.190
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:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.323
Avg. volume 1M:   0.000
Avg. price 6M:   0.761
Avg. volume 6M:   0.000
Avg. price 1Y:   1.773
Avg. volume 1Y:   0.000
Volatility 1M:   262.56%
Volatility 6M:   184.59%
Volatility 1Y:   153.00%
Volatility 3Y:   -