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JP Morgan Call 225 BOX 21.06.2024/  DE000JB54235  /

EUWAX
28/05/2024  08:21:38 Chg.+0.090 Bid17:05:30 Ask17:05:30 Underlying Strike price Expiration date Option type
0.910EUR +10.98% 0.840
Bid Size: 50,000		 0.860
Ask Size: 50,000		 BECTON, DICKINSON ... 225.00 - 21/06/2024 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: 21/06/2024
Issue date: 31/10/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.69
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.18
Parity: -1.44
Time value: 1.07
Break-even: 235.70
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 4.52
Spread abs.: 0.15
Spread %: 16.30%
Delta: 0.41
Theta: -0.34
Omega: 8.03
Rho: 0.05
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.92%
1 Month
  -42.77%
3 Months
  -64.03%
YTD
  -72.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 0.820
1M High / 1M Low: 2.130 0.820
6M High / 6M Low: 3.460 0.820
High (YTD): 08/01/2024 3.460
Low (YTD): 27/05/2024 0.820
52W High: - -
52W Low: - -
Avg. price 1W:   1.174
Avg. volume 1W:   0.000
Avg. price 1M:   1.501
Avg. volume 1M:   0.000
Avg. price 6M:   2.453
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.53%
Volatility 6M:   112.15%
Volatility 1Y:   -
Volatility 3Y:   -