JP Morgan Call 220 BDX 20.12.2024
/ DE000JK80FC2
JP Morgan Call 220 BDX 20.12.2024/ DE000JK80FC2 /
| 7/9/2024 12:19:22 PM |
Chg.-0.17 |
Bid9:17:44 PM |
Ask9:17:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.43EUR |
-6.54% |
2.21
Bid Size: 50,000 |
2.24
Ask Size: 50,000 |
Becton Dickinson and... |
220.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK80FC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Becton Dickinson and Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/19/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
0.51 |
| Time value: |
2.03 |
| Break-even: |
228.53 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.10 |
| Spread %: |
4.10% |
| Delta: |
0.61 |
| Theta: |
-0.07 |
| Omega: |
5.03 |
| Rho: |
0.46 |
Quote data
| Open: |
2.43 |
| High: |
2.43 |
| Low: |
2.43 |
| Previous Close: |
2.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.67% |
| 1 Month |
|
|
-31.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.74 |
2.59 |
| 1M High / 1M Low: |
3.42 |
2.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
