JP Morgan Call 210 ECL 20.12.2024
/ DE000JK2Y2K9
JP Morgan Call 210 ECL 20.12.2024/ DE000JK2Y2K9 /
| 6/11/2024 10:58:10 AM |
Chg.-0.04 |
Bid2:04:23 PM |
Ask2:04:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.62EUR |
-1.09% |
3.62
Bid Size: 2,000 |
3.77
Ask Size: 2,000 |
Ecolab Inc |
210.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK2Y2K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.17 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
2.67 |
| Time value: |
1.20 |
| Break-even: |
233.81 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.20 |
| Spread %: |
5.45% |
| Delta: |
0.77 |
| Theta: |
-0.06 |
| Omega: |
4.40 |
| Rho: |
0.69 |
Quote data
| Open: |
3.62 |
| High: |
3.62 |
| Low: |
3.62 |
| Previous Close: |
3.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.56% |
| 1 Month |
|
|
+4.93% |
| 3 Months |
|
|
+19.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.77 |
3.16 |
| 1M High / 1M Low: |
3.77 |
2.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
