JP Morgan Call 235 BDX 16.08.2024
/ DE000JT1EQZ0
JP Morgan Call 235 BDX 16.08.2024/ DE000JT1EQZ0 /
02/08/2024 15:11:13 |
Chg.-0.410 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-34.17% |
- Bid Size: - |
- Ask Size: - |
Becton Dickinson and... |
235.00 USD |
16/08/2024 |
Call |
Master data
WKN: |
JT1EQZ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Becton Dickinson and Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
235.00 USD |
Maturity: |
16/08/2024 |
Issue date: |
23/05/2024 |
Last trading day: |
15/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.63 |
Implied volatility: |
0.42 |
Historic volatility: |
0.18 |
Parity: |
0.63 |
Time value: |
0.44 |
Break-even: |
226.10 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.74 |
Spread abs.: |
0.08 |
Spread %: |
8.33% |
Delta: |
0.66 |
Theta: |
-0.26 |
Omega: |
13.68 |
Rho: |
0.05 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
1.200 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.14% |
1 Month |
|
|
0.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.310 |
0.790 |
1M High / 1M Low: |
1.310 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.070 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.828 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
316.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |