JP Morgan Call 240 BDX 16.08.2024
/ DE000JT1ER00
JP Morgan Call 240 BDX 16.08.2024/ DE000JT1ER00 /
6/28/2024 11:11:33 AM |
Chg.-0.040 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
-4.71% |
- Bid Size: - |
- Ask Size: - |
Becton Dickinson and... |
240.00 USD |
8/16/2024 |
Call |
Master data
WKN: |
JT1ER0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Becton Dickinson and Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 USD |
Maturity: |
8/16/2024 |
Issue date: |
5/23/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.18 |
Parity: |
-0.59 |
Time value: |
1.02 |
Break-even: |
234.21 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
0.72 |
Spread abs.: |
0.09 |
Spread %: |
9.68% |
Delta: |
0.47 |
Theta: |
-0.14 |
Omega: |
9.99 |
Rho: |
0.12 |
Quote data
Open: |
0.810 |
High: |
0.810 |
Low: |
0.810 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.71% |
1 Month |
|
|
+2.53% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.250 |
0.810 |
1M High / 1M Low: |
1.440 |
0.770 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.992 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
209.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |