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JP Morgan Call 260 BOX 21.06.2024/  DE000JB03XS2  /

EUWAX
2024-05-17  8:39:19 AM Chg.-0.030 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
0.100EUR -23.08% 0.088
Bid Size: 1,000		 0.290
Ask Size: 1,000		 BECTON, DICKINSON ... 260.00 - 2024-06-21 Call
 

Master data

WKN: JB03XS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2024-06-21
Issue date: 2023-08-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 74.97
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.18
Parity: -4.26
Time value: 0.29
Break-even: 262.90
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 6.69
Spread abs.: 0.20
Spread %: 229.55%
Delta: 0.16
Theta: -0.13
Omega: 12.29
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -73.68%
3 Months
  -89.80%
YTD
  -93.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.420 0.100
6M High / 6M Low: 1.730 0.100
High (YTD): 2024-01-08 1.730
Low (YTD): 2024-05-17 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.243
Avg. volume 1M:   0.000
Avg. price 6M:   0.949
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   398.98%
Volatility 6M:   220.54%
Volatility 1Y:   -
Volatility 3Y:   -