JP Morgan Call 130 CLX 17.01.2025
/ DE000JB2BSZ0
JP Morgan Call 130 CLX 17.01.2025/ DE000JB2BSZ0 /
| 2024-06-04 11:04:30 AM |
Chg.- |
Bid9:41:42 AM |
Ask9:41:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
- |
1.40
Bid Size: 3,000 |
1.50
Ask Size: 3,000 |
Clorox Co |
130.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB2BSZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Clorox Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
0.10 |
| Time value: |
1.30 |
| Break-even: |
133.19 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
6.87% |
| Delta: |
0.60 |
| Theta: |
-0.03 |
| Omega: |
5.14 |
| Rho: |
0.36 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.47% |
| 1 Month |
|
|
-36.32% |
| 3 Months |
|
|
-55.40% |
| YTD |
|
|
-47.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.14 |
| 1M High / 1M Low: |
2.16 |
1.14 |
| 6M High / 6M Low: |
3.32 |
1.14 |
| High (YTD): |
2024-02-05 |
3.32 |
| Low (YTD): |
2024-05-30 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.50 |
| Avg. volume 6M: |
|
133.33 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.47% |
| Volatility 6M: |
|
85.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
