JP Morgan Call 235 BOX 20.09.2024
/ DE000JK1PNF4
JP Morgan Call 235 BOX 20.09.2024/ DE000JK1PNF4 /
| 2024-06-20 12:23:18 PM |
Chg.+0.01 |
Bid7:06:45 PM |
Ask7:06:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
+0.65% |
1.75
Bid Size: 50,000 |
1.77
Ask Size: 50,000 |
BECTON, DICKINSON ... |
235.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JK1PNF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.18 |
| Parity: |
-1.75 |
| Time value: |
1.66 |
| Break-even: |
251.60 |
| Moneyness: |
0.93 |
| Premium: |
0.16 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.15 |
| Spread %: |
9.93% |
| Delta: |
0.45 |
| Theta: |
-0.13 |
| Omega: |
5.88 |
| Rho: |
0.20 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.65% |
| 1 Month |
|
|
-17.20% |
| 3 Months |
|
|
-40.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.40 |
| 1M High / 1M Low: |
1.95 |
1.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
