JP Morgan Call 225 BOX 21.06.2024
/ DE000JB54235
JP Morgan Call 225 BOX 21.06.2024/ DE000JB54235 /
| 5/29/2024 8:25:16 AM |
Chg.-0.190 |
Bid1:37:06 PM |
Ask1:37:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-20.88% |
-
Bid Size: - |
-
Ask Size: - |
BECTON, DICKINSON ... |
225.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
JB5423 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.18 |
| Parity: |
-1.60 |
| Time value: |
0.88 |
| Break-even: |
233.80 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
4.92 |
| Spread abs.: |
0.08 |
| Spread %: |
10.00% |
| Delta: |
0.38 |
| Theta: |
-0.31 |
| Omega: |
8.95 |
| Rho: |
0.04 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.62% |
| 1 Month |
|
|
-56.63% |
| 3 Months |
|
|
-70.85% |
| YTD |
|
|
-78.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
0.820 |
| 1M High / 1M Low: |
2.130 |
0.820 |
| 6M High / 6M Low: |
3.460 |
0.820 |
| High (YTD): |
1/8/2024 |
3.460 |
| Low (YTD): |
5/27/2024 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.39% |
| Volatility 6M: |
|
113.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
