JP Morgan Call 200 HON 20.09.2024
/ DE000JB9N6T6
JP Morgan Call 200 HON 20.09.2024/ DE000JB9N6T6 /
| 2024-06-19 8:37:59 AM |
Chg.+0.13 |
Bid11:22:48 AM |
Ask11:22:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
+8.78% |
-
Bid Size: - |
-
Ask Size: - |
Honeywell Internatio... |
200.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB9N6T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Honeywell International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
1.20 |
| Time value: |
0.52 |
| Break-even: |
203.44 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
5.52% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
8.68 |
| Rho: |
0.34 |
Quote data
| Open: |
1.61 |
| High: |
1.61 |
| Low: |
1.61 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.38% |
| 1 Month |
|
|
+24.81% |
| 3 Months |
|
|
+62.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.27 |
| 1M High / 1M Low: |
1.49 |
0.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
