JP Morgan Call 225 BOX 20.09.2024
/ DE000JK1MSL8
JP Morgan Call 225 BOX 20.09.2024/ DE000JK1MSL8 /
| 2024-06-17 12:27:26 PM |
Chg.+0.15 |
Bid8:16:14 PM |
Ask8:16:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
+7.98% |
2.05
Bid Size: 50,000 |
2.07
Ask Size: 50,000 |
BECTON, DICKINSON ... |
225.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JK1MSL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.18 |
| Parity: |
-0.66 |
| Time value: |
2.19 |
| Break-even: |
246.90 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.10 |
| Spread %: |
4.78% |
| Delta: |
0.53 |
| Theta: |
-0.13 |
| Omega: |
5.24 |
| Rho: |
0.24 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
1.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.14% |
| 1 Month |
|
|
-14.35% |
| 3 Months |
|
|
-29.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
1.88 |
| 1M High / 1M Low: |
2.46 |
1.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
