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: |
|
- |
