JP Morgan Call 260 ECL 20.12.2024
/ DE000JK47KG2
JP Morgan Call 260 ECL 20.12.2024/ DE000JK47KG2 /
| 2024-09-26 11:35:28 AM |
Chg.+0.09 |
Bid1:56:04 PM |
Ask1:56:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
+8.57% |
1.05
Bid Size: 2,000 |
1.13
Ask Size: 2,000 |
Ecolab Inc |
260.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK47KG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
-0.47 |
| Time value: |
1.21 |
| Break-even: |
245.71 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.10 |
| Spread %: |
9.01% |
| Delta: |
0.50 |
| Theta: |
-0.09 |
| Omega: |
9.38 |
| Rho: |
0.24 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.33% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-12.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.95 |
| 1M High / 1M Low: |
1.20 |
0.90 |
| 6M High / 6M Low: |
1.31 |
0.56 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.81% |
| Volatility 6M: |
|
168.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
