JP Morgan Call 230 ECL 17.01.2025
/ DE000JT1DGF5
JP Morgan Call 230 ECL 17.01.2025/ DE000JT1DGF5 /
| 2024-08-02 9:00:47 AM |
Chg.+0.50 |
Bid5:43:46 PM |
Ask5:43:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
+27.78% |
2.20
Bid Size: 20,000 |
2.25
Ask Size: 20,000 |
Ecolab Inc |
230.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JT1DGF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-30 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
0.95 |
| Time value: |
1.61 |
| Break-even: |
238.83 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
6.22% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
5.67 |
| Rho: |
0.55 |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
1.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.75% |
| 1 Month |
|
|
+1.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.94 |
1.80 |
| 1M High / 1M Low: |
2.94 |
1.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
