JP Morgan Call 220 ECL 18.10.2024
/ DE000JK7FGL4
JP Morgan Call 220 ECL 18.10.2024/ DE000JK7FGL4 /
| 7/10/2024 11:54:16 AM |
Chg.-0.07 |
Bid7:45:59 PM |
Ask7:45:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.67EUR |
-2.55% |
2.68
Bid Size: 20,000 |
2.72
Ask Size: 20,000 |
Ecolab Inc |
220.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK7FGL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
4/12/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
2.06 |
| Time value: |
0.55 |
| Break-even: |
229.51 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.14 |
| Spread %: |
5.62% |
| Delta: |
0.80 |
| Theta: |
-0.06 |
| Omega: |
6.91 |
| Rho: |
0.42 |
Quote data
| Open: |
2.67 |
| High: |
2.67 |
| Low: |
2.67 |
| Previous Close: |
2.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.59% |
| 1 Month |
|
|
+3.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.74 |
2.25 |
| 1M High / 1M Low: |
2.97 |
2.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
