JP Morgan Call 220 BOX 17.01.2025
/ DE000JK0K2V4
JP Morgan Call 220 BOX 17.01.2025/ DE000JK0K2V4 /
| 16/08/2024 12:21:34 |
Chg.+0.02 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.85EUR |
+0.71% |
-
Bid Size: - |
-
Ask Size: - |
BECTON, DICKINSON ... |
220.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JK0K2V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
26/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.17 |
| Parity: |
-0.67 |
| Time value: |
2.92 |
| Break-even: |
249.20 |
| Moneyness: |
0.97 |
| Premium: |
0.17 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.10 |
| Spread %: |
3.55% |
| Delta: |
0.55 |
| Theta: |
-0.11 |
| Omega: |
4.05 |
| Rho: |
0.38 |
Quote data
| Open: |
2.85 |
| High: |
2.85 |
| Low: |
2.85 |
| Previous Close: |
2.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.06% |
| 1 Month |
|
|
+4.01% |
| 3 Months |
|
|
-20.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.10 |
2.83 |
| 1M High / 1M Low: |
3.62 |
2.74 |
| 6M High / 6M Low: |
4.55 |
2.43 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.04% |
| Volatility 6M: |
|
83.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
