JP Morgan Call 200 ECL 21.06.2024/  DE000JB2RVZ0  /

EUWAX
2024-05-20  8:38:46 AM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
3.19EUR - -
Bid Size: -
-
Ask Size: -
Ecolab Inc 200.00 - 2024-06-21 Call
 

Master data

WKN: JB2RVZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Ecolab Inc
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-06-21
Issue date: 2023-09-07
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.03
Leverage: Yes

Calculated values

Fair value: 2.44
Intrinsic value: 2.42
Implied volatility: 1.57
Historic volatility: 0.16
Parity: 2.42
Time value: 0.77
Break-even: 231.90
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 6.71
Spread abs.: 0.01
Spread %: 0.31%
Delta: 0.75
Theta: -1.21
Omega: 5.26
Rho: 0.02
 

Quote data

Open: 3.19
High: 3.19
Low: 3.19
Previous Close: 3.09
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+4.25%
3 Months  
+15.16%
YTD  
+109.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 3.19 3.06
6M High / 6M Low: 3.30 1.16
High (YTD): 2024-05-10 3.30
Low (YTD): 2024-02-06 1.16
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   3.11
Avg. volume 1M:   0.00
Avg. price 6M:   2.22
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   28.17%
Volatility 6M:   135.52%
Volatility 1Y:   -
Volatility 3Y:   -