JP Morgan Call 225 BOX 17.01.2025
/ DE000JK1JNU6
JP Morgan Call 225 BOX 17.01.2025/ DE000JK1JNU6 /
| 8/1/2024 3:58:34 PM |
Chg.-0.85 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
-25.37% |
-
Bid Size: - |
-
Ask Size: - |
BECTON, DICKINSON ... |
225.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JK1JNU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
1/26/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.18 |
| Parity: |
-0.23 |
| Time value: |
3.45 |
| Break-even: |
259.50 |
| Moneyness: |
0.99 |
| Premium: |
0.17 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.15 |
| Spread %: |
4.55% |
| Delta: |
0.58 |
| Theta: |
-0.11 |
| Omega: |
3.76 |
| Rho: |
0.44 |
Quote data
| Open: |
2.50 |
| High: |
2.50 |
| Low: |
2.50 |
| Previous Close: |
3.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.09% |
| 1 Month |
|
|
-13.49% |
| 3 Months |
|
|
-23.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.35 |
2.82 |
| 1M High / 1M Low: |
3.35 |
2.20 |
| 6M High / 6M Low: |
4.28 |
2.20 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.81% |
| Volatility 6M: |
|
81.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
