JP Morgan Call 225 ECL 21.06.2024
/ DE000JB7SWR2
JP Morgan Call 225 ECL 21.06.2024/ DE000JB7SWR2 /
| 10/06/2024 12:27:04 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Ecolab Inc |
225.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
JB7SWR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
11/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
1.43 |
| Historic volatility: |
0.16 |
| Parity: |
0.14 |
| Time value: |
1.10 |
| Break-even: |
237.40 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.09 |
| Spread %: |
-6.77% |
| Delta: |
0.55 |
| Theta: |
-1.94 |
| Omega: |
9.98 |
| Rho: |
0.01 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.51 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+28.16% |
| 3 Months |
|
|
+2.33% |
| YTD |
|
|
+131.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.51 |
0.51 |
| 6M High / 6M Low: |
1.55 |
0.37 |
| High (YTD): |
28/03/2024 |
1.55 |
| Low (YTD): |
25/01/2024 |
0.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
417.66% |
| Volatility 6M: |
|
241.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
