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JP Morgan Call 235 BOX 21.06.2024/  DE000JB1TUA3  /

EUWAX
5/28/2024  10:02:21 AM Chg.+0.090 Bid11:42:46 AM Ask11:42:46 AM Underlying Strike price Expiration date Option type
0.450EUR +25.00% 0.450
Bid Size: 2,000		 0.540
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: 34.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.18
Parity: -2.44
Time value: 0.61
Break-even: 241.10
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 6.80
Spread abs.: 0.15
Spread %: 32.61%
Delta: 0.29
Theta: -0.26
Omega: 10.15
Rho: 0.04
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -49.44%
1 Month
  -58.33%
3 Months
  -77.72%
YTD
  -83.33%
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:   -