JP Morgan Call 260 APD 20.12.2024
/ DE000JK85NV5
JP Morgan Call 260 APD 20.12.2024/ DE000JK85NV5 /
| 13/06/2024 12:35:52 |
Chg.-0.02 |
Bid16:50:07 |
Ask16:50:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.27EUR |
-0.61% |
3.34
Bid Size: 25,000 |
3.38
Ask Size: 25,000 |
Air Products and Che... |
260.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK85NV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Air Products and Chemicals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.37 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
2.13 |
| Time value: |
1.37 |
| Break-even: |
275.45 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
4.48% |
| Delta: |
0.73 |
| Theta: |
-0.06 |
| Omega: |
5.49 |
| Rho: |
0.82 |
Quote data
| Open: |
3.27 |
| High: |
3.27 |
| Low: |
3.27 |
| Previous Close: |
3.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.85% |
| 1 Month |
|
|
+110.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.29 |
2.48 |
| 1M High / 1M Low: |
3.29 |
1.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
