JP Morgan Call 230 BOX 20.09.2024
/ DE000JK1PNE7
JP Morgan Call 230 BOX 20.09.2024/ DE000JK1PNE7 /
| 2024-07-10 2:35:57 PM |
Chg.-0.16 |
Bid9:56:47 PM |
Ask9:56:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-13.22% |
1.12
Bid Size: 2,000 |
1.21
Ask Size: 2,000 |
BECTON, DICKINSON ... |
230.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JK1PNE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.18 |
| Parity: |
-2.52 |
| Time value: |
1.10 |
| Break-even: |
241.00 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.09 |
| Spread %: |
8.91% |
| Delta: |
0.37 |
| Theta: |
-0.14 |
| Omega: |
6.88 |
| Rho: |
0.13 |
Quote data
| Open: |
1.01 |
| High: |
1.05 |
| Low: |
1.01 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-51.83% |
| 3 Months |
|
|
-66.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.21 |
| 1M High / 1M Low: |
2.18 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
