JP Morgan Call 160 BIIB 17.04.202.../  DE000JV94MG7  /

EUWAX
1/24/2025  3:06:21 PM Chg.-0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.550EUR -1.79% -
Bid Size: -
-
Ask Size: -
Biogen Inc 160.00 USD 4/17/2025 Call
 

Master data

WKN: JV94MG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Biogen Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 4/17/2025
Issue date: 12/2/2024
Last trading day: 4/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.49
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.24
Parity: -1.31
Time value: 0.68
Break-even: 159.26
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.81
Spread abs.: 0.05
Spread %: 7.94%
Delta: 0.38
Theta: -0.07
Omega: 7.79
Rho: 0.10
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.77%
1 Month
  -49.54%
3 Months     -
YTD
  -49.54%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.560 0.490
1M High / 1M Low: 1.150 0.490
6M High / 6M Low: - -
High (YTD): 1/2/2025 1.150
Low (YTD): 1/21/2025 0.490
52W High: - -
52W Low: - -
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.832
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -