JP Morgan Call 235 BOX 20.09.2024
/ DE000JK1PNF4
JP Morgan Call 235 BOX 20.09.2024/ DE000JK1PNF4 /
| 02/08/2024 16:04:22 |
Chg.-0.30 |
Bid21:56:38 |
Ask21:56:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
-18.07% |
1.62
Bid Size: 2,000 |
1.71
Ask Size: 2,000 |
BECTON, DICKINSON ... |
235.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JK1PNF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.18 |
| Parity: |
-1.62 |
| Time value: |
1.40 |
| Break-even: |
249.00 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
1.62 |
| Spread abs.: |
0.09 |
| Spread %: |
6.87% |
| Delta: |
0.43 |
| Theta: |
-0.21 |
| Omega: |
6.73 |
| Rho: |
0.11 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+12.40% |
| 3 Months |
|
|
-48.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.28 |
| 1M High / 1M Low: |
1.74 |
0.84 |
| 6M High / 6M Low: |
3.01 |
0.84 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.75% |
| Volatility 6M: |
|
135.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
