JP Morgan Call 230 ECL 21.06.2024
/ DE000JK0Q756
JP Morgan Call 230 ECL 21.06.2024/ DE000JK0Q756 /
| 6/7/2024 12:18:31 PM |
Chg.+0.13 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+13.40% |
-
Bid Size: - |
-
Ask Size: - |
Ecolab Inc |
230.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
JK0Q75 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
1/22/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
0.85 |
| Time value: |
0.16 |
| Break-even: |
223.02 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.09 |
| Spread %: |
10.10% |
| Delta: |
0.80 |
| Theta: |
-0.14 |
| Omega: |
17.48 |
| Rho: |
0.06 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
0.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+155.81% |
| 1 Month |
|
|
+26.44% |
| 3 Months |
|
|
+3.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.53 |
| 1M High / 1M Low: |
1.10 |
0.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
366.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
