JP Morgan Call 225 BDX 20.12.2024
/ DE000JK80FF5
JP Morgan Call 225 BDX 20.12.2024/ DE000JK80FF5 /
| 9/20/2024 12:14:51 PM |
Chg.-0.08 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.06EUR |
-3.74% |
-
Bid Size: - |
-
Ask Size: - |
Becton Dickinson and... |
225.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK80FF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Becton Dickinson and Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/19/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
0.76 |
| Time value: |
1.09 |
| Break-even: |
220.10 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.07 |
| Spread %: |
4.02% |
| Delta: |
0.64 |
| Theta: |
-0.08 |
| Omega: |
7.22 |
| Rho: |
0.28 |
Quote data
| Open: |
2.06 |
| High: |
2.06 |
| Low: |
2.06 |
| Previous Close: |
2.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.44% |
| 1 Month |
|
|
-10.82% |
| 3 Months |
|
|
-33.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
1.95 |
| 1M High / 1M Low: |
2.71 |
1.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
