JP Morgan Call 225 BDX 19.07.2024
/ DE000JT1P9E0
JP Morgan Call 225 BDX 19.07.2024/ DE000JT1P9E0 /
16/07/2024 09:22:15 |
Chg.-0.230 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-37.70% |
- Bid Size: - |
- Ask Size: - |
Becton Dickinson and... |
225.00 USD |
19/07/2024 |
Call |
Master data
WKN: |
JT1P9E |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Becton Dickinson and Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
225.00 USD |
Maturity: |
19/07/2024 |
Issue date: |
30/05/2024 |
Last trading day: |
18/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
46.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.10 |
Implied volatility: |
0.53 |
Historic volatility: |
0.18 |
Parity: |
0.10 |
Time value: |
0.35 |
Break-even: |
210.95 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
6.68 |
Spread abs.: |
0.07 |
Spread %: |
19.51% |
Delta: |
0.55 |
Theta: |
-0.67 |
Omega: |
25.46 |
Rho: |
0.01 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.15% |
1 Month |
|
|
-72.06% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.330 |
1M High / 1M Low: |
1.600 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.440 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.958 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
304.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |