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JP Morgan Call 245 BOX 21.06.2024/  DE000JB1P2U9  /

EUWAX
2024-05-24  8:53:21 AM Chg.-0.170 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.190EUR -47.22% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 245.00 - 2024-06-21 Call
 

Master data

WKN: JB1P2U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 2024-06-21
Issue date: 2023-09-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 72.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.18
Parity: -3.41
Time value: 0.29
Break-even: 247.90
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 7.88
Spread abs.: 0.15
Spread %: 107.14%
Delta: 0.18
Theta: -0.16
Omega: 13.19
Rho: 0.03
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.00%
1 Month
  -75.95%
3 Months
  -89.20%
YTD
  -91.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.190
1M High / 1M Low: 1.100 0.190
6M High / 6M Low: 2.440 0.190
High (YTD): 2024-01-08 2.440
Low (YTD): 2024-05-24 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.590
Avg. volume 1M:   0.000
Avg. price 6M:   1.485
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   316.57%
Volatility 6M:   165.20%
Volatility 1Y:   -
Volatility 3Y:   -