JP Morgan Call 235 ECL 19.07.2024
/ DE000JK0E927
JP Morgan Call 235 ECL 19.07.2024/ DE000JK0E927 /
| 2024-06-18 9:21:24 AM |
Chg.+0.170 |
Bid5:52:38 PM |
Ask5:52:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
+18.09% |
1.130
Bid Size: 20,000 |
1.160
Ask Size: 20,000 |
Ecolab Inc |
235.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JK0E92 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
0.76 |
| Time value: |
0.46 |
| Break-even: |
231.01 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.10 |
| Spread %: |
8.93% |
| Delta: |
0.69 |
| Theta: |
-0.12 |
| Omega: |
12.79 |
| Rho: |
0.12 |
Quote data
| Open: |
1.110 |
| High: |
1.110 |
| Low: |
1.110 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.72% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+7.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.890 |
| 1M High / 1M Low: |
1.050 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.792 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
