JP Morgan Call 240 BOX 20.09.2024
/ DE000JK1PNG2
JP Morgan Call 240 BOX 20.09.2024/ DE000JK1PNG2 /
| 7/9/2024 1:59:38 PM |
Chg.-0.130 |
Bid2:26:45 PM |
Ask2:26:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-14.29% |
0.780
Bid Size: 2,000 |
0.850
Ask Size: 2,000 |
BECTON, DICKINSON ... |
240.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
JK1PNG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.18 |
| Parity: |
-3.18 |
| Time value: |
0.89 |
| Break-even: |
248.90 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
1.44 |
| Spread abs.: |
0.10 |
| Spread %: |
12.66% |
| Delta: |
0.32 |
| Theta: |
-0.12 |
| Omega: |
7.49 |
| Rho: |
0.12 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.21% |
| 1 Month |
|
|
-54.39% |
| 3 Months |
|
|
-67.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.910 |
| 1M High / 1M Low: |
1.690 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.952 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
