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JP Morgan Call 225 BOX 21.06.2024/  DE000JB54235  /

EUWAX
2024-05-31  8:25:08 AM Chg.+0.190 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.740EUR +34.55% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 225.00 - 2024-06-21 Call
 

Master data

WKN: JB5423
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 225.00 -
Maturity: 2024-06-21
Issue date: 2023-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.44
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.18
Parity: -1.12
Time value: 1.10
Break-even: 236.00
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 5.05
Spread abs.: 0.10
Spread %: 10.00%
Delta: 0.43
Theta: -0.39
Omega: 8.33
Rho: 0.04
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.16%
1 Month
  -55.69%
3 Months
  -68.10%
YTD
  -77.51%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.550
1M High / 1M Low: 2.130 0.550
6M High / 6M Low: 3.460 0.550
High (YTD): 2024-01-08 3.460
Low (YTD): 2024-05-30 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   0.748
Avg. volume 1W:   0.000
Avg. price 1M:   1.346
Avg. volume 1M:   0.000
Avg. price 6M:   2.384
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.35%
Volatility 6M:   130.07%
Volatility 1Y:   -
Volatility 3Y:   -