JP Morgan Call 215 BOX 17.01.2025
/ DE000JK15GF9
JP Morgan Call 215 BOX 17.01.2025/ DE000JK15GF9 /
| 2024-06-28 11:58:30 AM |
Chg.-0.04 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.28EUR |
-1.20% |
-
Bid Size: - |
-
Ask Size: - |
BECTON, DICKINSON ... |
215.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JK15GF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.18 |
| Parity: |
0.31 |
| Time value: |
3.28 |
| Break-even: |
250.90 |
| Moneyness: |
1.01 |
| Premium: |
0.15 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.15 |
| Spread %: |
4.36% |
| Delta: |
0.61 |
| Theta: |
-0.09 |
| Omega: |
3.71 |
| Rho: |
0.54 |
Quote data
| Open: |
3.28 |
| High: |
3.28 |
| Low: |
3.28 |
| Previous Close: |
3.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.91% |
| 1 Month |
|
|
+8.25% |
| 3 Months |
|
|
-30.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.80 |
3.28 |
| 1M High / 1M Low: |
3.97 |
3.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
