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.- |
Bid08:24:34 |
Ask08:24:34 |
Underlying |
Strike price |
Expiration date |
Option type |
2.47EUR |
- |
2.46 Bid Size: 500 |
2.61 Ask Size: 500 |
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: |
8.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.42 |
Intrinsic value: |
2.33 |
Implied volatility: |
0.40 |
Historic volatility: |
0.18 |
Parity: |
2.33 |
Time value: |
0.36 |
Break-even: |
231.07 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.15 |
Spread %: |
5.91% |
Delta: |
0.83 |
Theta: |
-0.12 |
Omega: |
6.99 |
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: |
|
- |