JP Morgan Call 205 BDX 17.01.2025
/ DE000JK85Q80
JP Morgan Call 205 BDX 17.01.2025/ DE000JK85Q80 /
10/09/2024 14:19:11 |
Chg.+0.22 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
3.82EUR |
+6.11% |
- Bid Size: - |
- Ask Size: - |
Becton Dickinson and... |
205.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
JK85Q8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Becton Dickinson and Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
205.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
19/04/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.21 |
Intrinsic value: |
2.92 |
Implied volatility: |
0.33 |
Historic volatility: |
0.17 |
Parity: |
2.92 |
Time value: |
0.68 |
Break-even: |
221.76 |
Moneyness: |
1.16 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
-0.21 |
Spread %: |
-5.51% |
Delta: |
0.82 |
Theta: |
-0.06 |
Omega: |
4.89 |
Rho: |
0.50 |
Quote data
Open: |
3.84 |
High: |
3.84 |
Low: |
3.82 |
Previous Close: |
3.60 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.14% |
1 Month |
|
|
-2.80% |
3 Months |
|
|
-14.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.07 |
3.44 |
1M High / 1M Low: |
4.20 |
3.44 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.80 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |