JP Morgan Call 215 BDX 20.12.2024
/ DE000JK80FB4
JP Morgan Call 215 BDX 20.12.2024/ DE000JK80FB4 /
| 24/06/2024 11:33:21 |
Chg.0.00 |
Bid21:59:58 |
Ask21:59:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.65EUR |
0.00% |
3.43
Bid Size: 2,000 |
3.58
Ask Size: 2,000 |
Becton Dickinson and... |
215.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK80FB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Becton Dickinson and Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.78 |
| Intrinsic value: |
2.18 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
2.18 |
| Time value: |
1.36 |
| Break-even: |
236.53 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.14 |
| Spread %: |
4.13% |
| Delta: |
0.73 |
| Theta: |
-0.06 |
| Omega: |
4.61 |
| Rho: |
0.63 |
Quote data
| Open: |
3.65 |
| High: |
3.65 |
| Low: |
3.65 |
| Previous Close: |
3.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.27% |
| 1 Month |
|
|
+14.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.65 |
3.30 |
| 1M High / 1M Low: |
3.82 |
2.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
