JP Morgan Call 220 ECL 20.12.2024
/ DE000JK2Y2L7
JP Morgan Call 220 ECL 20.12.2024/ DE000JK2Y2L7 /
| 9/18/2024 10:48:38 AM |
Chg.-0.01 |
Bid1:43:13 PM |
Ask1:43:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.38EUR |
-0.29% |
3.34
Bid Size: 2,000 |
3.44
Ask Size: 2,000 |
Ecolab Inc |
220.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK2Y2L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
2.74 |
| Time value: |
0.75 |
| Break-even: |
232.71 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
4.49% |
| Delta: |
0.79 |
| Theta: |
-0.08 |
| Omega: |
5.09 |
| Rho: |
0.36 |
Quote data
| Open: |
3.38 |
| High: |
3.38 |
| Low: |
3.38 |
| Previous Close: |
3.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.81% |
| 1 Month |
|
|
+22.46% |
| 3 Months |
|
|
+2.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.41 |
3.26 |
| 1M High / 1M Low: |
3.72 |
2.69 |
| 6M High / 6M Low: |
3.72 |
2.17 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.18% |
| Volatility 6M: |
|
99.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
