JP Morgan Call 210 BDX 20.12.2024
/ DE000JK80F88
JP Morgan Call 210 BDX 20.12.2024/ DE000JK80F88 /
| 2024-06-19 12:24:47 PM |
Chg.- |
Bid8:31:34 AM |
Ask8:31:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.59EUR |
- |
3.59
Bid Size: 2,000 |
3.74
Ask Size: 2,000 |
Becton Dickinson and... |
210.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK80F8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Becton Dickinson and Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
2.21 |
| Time value: |
1.32 |
| Break-even: |
230.85 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.14 |
| Spread %: |
4.12% |
| Delta: |
0.74 |
| Theta: |
-0.06 |
| Omega: |
4.54 |
| Rho: |
0.63 |
Quote data
| Open: |
3.59 |
| High: |
3.59 |
| Low: |
3.59 |
| Previous Close: |
3.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.13% |
| 1 Month |
|
|
-6.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.59 |
3.38 |
| 1M High / 1M Low: |
4.12 |
3.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
