JP Morgan Call 220 ECL 21.06.2024
/ DE000JB7WT81
JP Morgan Call 220 ECL 21.06.2024/ DE000JB7WT81 /
| 2024-06-10 10:15:21 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.79EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Ecolab Inc |
220.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB7WT8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-11 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
2.18 |
| Historic volatility: |
0.16 |
| Parity: |
0.66 |
| Time value: |
1.13 |
| Break-even: |
237.90 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
0.60 |
| Theta: |
-3.53 |
| Omega: |
7.64 |
| Rho: |
0.01 |
Quote data
| Open: |
1.79 |
| High: |
1.79 |
| Low: |
1.79 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+31.62% |
| 3 Months |
|
|
+4.68% |
| YTD |
|
|
+148.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.93 |
0.81 |
| 6M High / 6M Low: |
1.93 |
0.43 |
| High (YTD): |
2024-06-07 |
1.93 |
| Low (YTD): |
2024-02-06 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.70% |
| Volatility 6M: |
|
227.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
