JP Morgan Call 195 ECL 21.06.2024
/ DE000JB6W034
JP Morgan Call 195 ECL 21.06.2024/ DE000JB6W034 /
| 20/05/2024 10:13:02 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.64EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Ecolab Inc |
195.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
JB6W03 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
17/11/2023 |
| Last trading day: |
24/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
3.16 |
| Implied volatility: |
2.55 |
| Historic volatility: |
0.16 |
| Parity: |
3.16 |
| Time value: |
0.48 |
| Break-even: |
231.40 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
46.61 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-2.89 |
| Omega: |
5.06 |
| Rho: |
0.01 |
Quote data
| Open: |
3.64 |
| High: |
3.64 |
| Low: |
3.64 |
| Previous Close: |
3.53 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.12% |
| 3 Months |
|
|
+5.81% |
| YTD |
|
|
+104.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.64 |
3.64 |
| 6M High / 6M Low: |
3.72 |
1.40 |
| High (YTD): |
28/03/2024 |
3.72 |
| Low (YTD): |
06/02/2024 |
1.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
124.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
