JP Morgan Call 235 BOX 17.01.2025
/ DE000JB5MPD3
JP Morgan Call 235 BOX 17.01.2025/ DE000JB5MPD3 /
| 17/09/2024 12:36:15 |
Chg.- |
Bid11:27:11 |
Ask11:27:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
- |
1.70
Bid Size: 2,000 |
1.78
Ask Size: 2,000 |
BECTON, DICKINSON ... |
235.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JB5MPD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
13/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.17 |
| Parity: |
-2.71 |
| Time value: |
1.77 |
| Break-even: |
252.70 |
| Moneyness: |
0.88 |
| Premium: |
0.22 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.08 |
| Spread %: |
4.73% |
| Delta: |
0.43 |
| Theta: |
-0.12 |
| Omega: |
5.03 |
| Rho: |
0.24 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
-8.57% |
| 3 Months |
|
|
-21.95% |
| YTD |
|
|
-52.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.85 |
| 1M High / 1M Low: |
2.43 |
1.85 |
| 6M High / 6M Low: |
3.73 |
1.77 |
| High (YTD): |
08/01/2024 |
4.18 |
| Low (YTD): |
10/07/2024 |
1.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.30% |
| Volatility 6M: |
|
97.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
