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JP Morgan Call 305 BOX 17.01.2025/  DE000JL2F6L9  /

EUWAX
6/25/2024  10:58:12 AM Chg.-0.070 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.280EUR -20.00% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 305.00 - 1/17/2025 Call
 

Master data

WKN: JL2F6L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 305.00 -
Maturity: 1/17/2025
Issue date: 4/24/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.90
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -8.52
Time value: 0.58
Break-even: 310.80
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.85
Spread abs.: 0.30
Spread %: 107.14%
Delta: 0.19
Theta: -0.05
Omega: 7.05
Rho: 0.20
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.00%
1 Month
  -3.45%
3 Months
  -68.18%
YTD
  -76.86%
1 Year
  -89.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.250
1M High / 1M Low: 0.370 0.180
6M High / 6M Low: 1.320 0.180
High (YTD): 1/8/2024 1.320
Low (YTD): 5/30/2024 0.180
52W High: 8/14/2023 4.080
52W Low: 5/30/2024 0.180
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.274
Avg. volume 1M:   0.000
Avg. price 6M:   0.684
Avg. volume 6M:   0.000
Avg. price 1Y:   1.657
Avg. volume 1Y:   0.000
Volatility 1M:   305.70%
Volatility 6M:   203.30%
Volatility 1Y:   164.73%
Volatility 3Y:   -