JP Morgan Call 170 BIIB 21.02.202.../  DE000JF1PT79  /

EUWAX
1/24/2025  9:36:59 AM Chg.+0.004 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.078EUR +5.41% -
Bid Size: -
-
Ask Size: -
Biogen Inc 170.00 USD 2/21/2025 Call
 

Master data

WKN: JF1PT7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Biogen Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2/21/2025
Issue date: 12/27/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 86.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.24
Parity: -2.27
Time value: 0.16
Break-even: 163.61
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 7.79
Spread abs.: 0.07
Spread %: 70.00%
Delta: 0.16
Theta: -0.09
Omega: 14.15
Rho: 0.02
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.074
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.41%
1 Month     -
3 Months     -
YTD
  -81.43%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.078 0.066
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.420
Low (YTD): 1/22/2025 0.066
52W High: - -
52W Low: - -
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -