JP Morgan Call 250 APD 20.12.2024
/ DE000JK85NU7
JP Morgan Call 250 APD 20.12.2024/ DE000JK85NU7 /
| 2024-05-21 5:08:19 PM |
Chg.+0.11 |
Bid9:43:00 PM |
Ask9:43:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.73EUR |
+4.20% |
2.76
Bid Size: 30,000 |
2.80
Ask Size: 30,000 |
Air Products and Che... |
250.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK85NU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Air Products and Chemicals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
1.49 |
| Time value: |
1.53 |
| Break-even: |
260.40 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
5.23% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
5.69 |
| Rho: |
0.83 |
Quote data
| Open: |
2.73 |
| High: |
2.73 |
| Low: |
2.73 |
| Previous Close: |
2.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.82% |
| 1 Month |
|
|
+83.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.62 |
1.89 |
| 1M High / 1M Low: |
2.62 |
1.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
