OverviewChartNewsTraderScreen

JP Morgan Call 300 BOX 17.01.2025/  DE000JL0BUJ2  /

EUWAX
20/06/2024  09:48:56 Chg.- Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.340EUR - -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 300.00 - 17/01/2025 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: 17/01/2025
Issue date: 13/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.47
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.18
Parity: -8.02
Time value: 0.53
Break-even: 305.30
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.79
Spread abs.: 0.20
Spread %: 60.61%
Delta: 0.18
Theta: -0.04
Omega: 7.51
Rho: 0.19
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.330
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+9.68%
1 Month  
+6.25%
3 Months
  -69.37%
YTD
  -75.00%
1 Year
  -88.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.310
1M High / 1M Low: 0.460 0.200
6M High / 6M Low: 1.530 0.200
High (YTD): 08/01/2024 1.530
Low (YTD): 30/05/2024 0.200
52W High: 09/08/2023 4.290
52W Low: 30/05/2024 0.200
Avg. price 1W:   0.327
Avg. volume 1W:   0.000
Avg. price 1M:   0.336
Avg. volume 1M:   0.000
Avg. price 6M:   0.811
Avg. volume 6M:   0.000
Avg. price 1Y:   1.820
Avg. volume 1Y:   0.000
Volatility 1M:   285.38%
Volatility 6M:   181.39%
Volatility 1Y:   150.77%
Volatility 3Y:   -