JP Morgan Call 235 BOX 21.06.2024
/ DE000JB1TUA3
JP Morgan Call 235 BOX 21.06.2024/ DE000JB1TUA3 /
| 5/27/2024 10:50:57 AM |
Chg.- |
Bid9:09:20 AM |
Ask9:09:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
- |
0.440
Bid Size: 2,000 |
0.530
Ask Size: 2,000 |
BECTON, DICKINSON ... |
235.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
JB1TUA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
9/29/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.18 |
| Parity: |
-2.41 |
| Time value: |
0.55 |
| Break-even: |
240.50 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
5.79 |
| Spread abs.: |
0.09 |
| Spread %: |
19.57% |
| Delta: |
0.28 |
| Theta: |
-0.24 |
| Omega: |
10.84 |
| Rho: |
0.04 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.55% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
-82.18% |
| YTD |
|
|
-86.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.360 |
| 1M High / 1M Low: |
1.560 |
0.360 |
| 6M High / 6M Low: |
2.880 |
0.360 |
| High (YTD): |
1/8/2024 |
2.880 |
| Low (YTD): |
5/27/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.990 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.929 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.99% |
| Volatility 6M: |
|
135.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
