JP Morgan Call 215 BOX 21.06.2024
/ DE000JB5EQ96
JP Morgan Call 215 BOX 21.06.2024/ DE000JB5EQ96 /
| 24/05/2024 12:12:02 |
Chg.-0.31 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
-15.50% |
-
Bid Size: - |
-
Ask Size: - |
BECTON, DICKINSON ... |
215.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
JB5EQ9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.18 |
| Parity: |
-0.41 |
| Time value: |
1.60 |
| Break-even: |
231.00 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
2.42 |
| Spread abs.: |
0.10 |
| Spread %: |
6.67% |
| Delta: |
0.51 |
| Theta: |
-0.33 |
| Omega: |
6.73 |
| Rho: |
0.07 |
Quote data
| Open: |
1.69 |
| High: |
1.69 |
| Low: |
1.69 |
| Previous Close: |
2.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.12% |
| 1 Month |
|
|
-22.12% |
| 3 Months |
|
|
-48.79% |
| YTD |
|
|
-56.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
1.69 |
| 1M High / 1M Low: |
3.07 |
1.69 |
| 6M High / 6M Low: |
4.07 |
1.69 |
| High (YTD): |
08/01/2024 |
4.07 |
| Low (YTD): |
24/05/2024 |
1.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.26% |
| Volatility 6M: |
|
99.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
