JP Morgan Call 225 BOX 17.01.2025
/ DE000JK1JNU6
JP Morgan Call 225 BOX 17.01.2025/ DE000JK1JNU6 /
| 2024-09-26 12:11:33 PM |
Chg.+0.01 |
Bid8:23:00 PM |
Ask8:23:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
+0.42% |
2.31
Bid Size: 30,000 |
2.34
Ask Size: 30,000 |
BECTON, DICKINSON ... |
225.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JK1JNU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.17 |
| Parity: |
-1.37 |
| Time value: |
2.38 |
| Break-even: |
248.80 |
| Moneyness: |
0.94 |
| Premium: |
0.18 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.08 |
| Spread %: |
3.48% |
| Delta: |
0.51 |
| Theta: |
-0.13 |
| Omega: |
4.49 |
| Rho: |
0.26 |
Quote data
| Open: |
2.37 |
| High: |
2.37 |
| Low: |
2.37 |
| Previous Close: |
2.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.42% |
| 1 Month |
|
|
-9.89% |
| 3 Months |
|
|
-22.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.36 |
2.26 |
| 1M High / 1M Low: |
2.94 |
2.17 |
| 6M High / 6M Low: |
4.24 |
2.17 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.95% |
| Volatility 6M: |
|
94.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
