JP Morgan Call 215 BOX 20.09.2024
/ DE000JK06830
JP Morgan Call 215 BOX 20.09.2024/ DE000JK06830 /
| 10/07/2024 12:22:11 |
Chg.-0.23 |
Bid13:51:41 |
Ask13:51:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.72EUR |
-11.79% |
1.76
Bid Size: 2,000 |
1.83
Ask Size: 2,000 |
BECTON, DICKINSON ... |
215.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JK0683 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
26/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.18 |
| Parity: |
-1.02 |
| Time value: |
1.80 |
| Break-even: |
233.00 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.09 |
| Spread %: |
5.26% |
| Delta: |
0.49 |
| Theta: |
-0.16 |
| Omega: |
5.58 |
| Rho: |
0.16 |
Quote data
| Open: |
1.72 |
| High: |
1.72 |
| Low: |
1.72 |
| Previous Close: |
1.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.89% |
| 1 Month |
|
|
-43.79% |
| 3 Months |
|
|
-56.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.26 |
1.95 |
| 1M High / 1M Low: |
3.06 |
1.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
