JP Morgan Call 225 ECL 18.10.2024
/ DE000JK4F0W9
JP Morgan Call 225 ECL 18.10.2024/ DE000JK4F0W9 /
| 11/09/2024 10:24:52 |
Chg.- |
Bid10:08:48 |
Ask10:08:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
- |
2.40
Bid Size: 1,000 |
2.55
Ask Size: 1,000 |
Ecolab Inc |
225.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK4F0W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
15/03/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.18 |
| Parity: |
2.22 |
| Time value: |
0.36 |
| Break-even: |
230.15 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
6.17% |
| Delta: |
0.82 |
| Theta: |
-0.12 |
| Omega: |
7.20 |
| Rho: |
0.16 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.29% |
| 1 Month |
|
|
+32.09% |
| 3 Months |
|
|
+2.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
2.15 |
| 1M High / 1M Low: |
2.91 |
1.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
