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JP Morgan Call 300 BOX 17.01.2025/  DE000JL0BUJ2  /

EUWAX
2024-06-10  9:52:49 AM Chg.+0.020 Bid10:00:47 PM Ask10:00:47 PM Underlying Strike price Expiration date Option type
0.450EUR +4.65% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 300.00 - 2025-01-17 Call
 

Master data

WKN: JL0BUJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2025-01-17
Issue date: 2023-04-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.77
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -7.68
Time value: 0.75
Break-even: 307.50
Moneyness: 0.74
Premium: 0.38
Premium p.a.: 0.70
Spread abs.: 0.30
Spread %: 66.67%
Delta: 0.22
Theta: -0.05
Omega: 6.65
Rho: 0.26
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.17%
1 Month
  -4.26%
3 Months
  -55.45%
YTD
  -66.91%
1 Year
  -83.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.370
1M High / 1M Low: 0.500 0.200
6M High / 6M Low: 1.530 0.200
High (YTD): 2024-01-08 1.530
Low (YTD): 2024-05-30 0.200
52W High: 2023-08-09 4.290
52W Low: 2024-05-30 0.200
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.383
Avg. volume 1M:   0.000
Avg. price 6M:   0.876
Avg. volume 6M:   0.000
Avg. price 1Y:   1.910
Avg. volume 1Y:   0.000
Volatility 1M:   282.09%
Volatility 6M:   174.71%
Volatility 1Y:   147.18%
Volatility 3Y:   -