JP Morgan Call 230 BOX 20.09.2024
/ DE000JK1PNE7
JP Morgan Call 230 BOX 20.09.2024/ DE000JK1PNE7 /
| 2024-06-14 12:23:51 PM |
Chg.-0.12 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
-6.82% |
-
Bid Size: - |
-
Ask Size: - |
BECTON, DICKINSON ... |
230.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JK1PNE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.18 |
| Parity: |
-1.17 |
| Time value: |
1.93 |
| Break-even: |
249.30 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.09 |
| Spread %: |
4.89% |
| Delta: |
0.49 |
| Theta: |
-0.13 |
| Omega: |
5.54 |
| Rho: |
0.23 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.11% |
| 1 Month |
|
|
-25.79% |
| 3 Months |
|
|
-37.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.64 |
| 1M High / 1M Low: |
2.21 |
1.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
