JP Morgan Call 245 BOX 17.01.2025
/ DE000JL1KNP3
JP Morgan Call 245 BOX 17.01.2025/ DE000JL1KNP3 /
05/08/2024 08:52:40 |
Chg.+0.19 |
Bid21:12:33 |
Ask21:12:33 |
Underlying |
Strike price |
Expiration date |
Option type |
2.08EUR |
+10.05% |
2.15 Bid Size: 30,000 |
2.18 Ask Size: 30,000 |
BECTON, DICKINSON ... |
245.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL1KNP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BECTON, DICKINSON DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
245.00 - |
Maturity: |
17/01/2025 |
Issue date: |
05/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.18 |
Parity: |
-2.33 |
Time value: |
2.47 |
Break-even: |
269.70 |
Moneyness: |
0.90 |
Premium: |
0.22 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.15 |
Spread %: |
6.47% |
Delta: |
0.48 |
Theta: |
-0.11 |
Omega: |
4.32 |
Rho: |
0.37 |
Quote data
Open: |
2.08 |
High: |
2.08 |
Low: |
2.08 |
Previous Close: |
1.89 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.70% |
1 Month |
|
|
+26.06% |
3 Months |
|
|
-25.71% |
YTD |
|
|
-41.08% |
1 Year |
|
|
-65.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.32 |
1.89 |
1M High / 1M Low: |
2.32 |
1.33 |
6M High / 6M Low: |
3.33 |
1.33 |
High (YTD): |
08/01/2024 |
3.75 |
Low (YTD): |
10/07/2024 |
1.33 |
52W High: |
25/08/2023 |
6.90 |
52W Low: |
10/07/2024 |
1.33 |
Avg. price 1W: |
|
2.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.44 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.52 |
Avg. volume 1Y: |
|
.16 |
Volatility 1M: |
|
140.67% |
Volatility 6M: |
|
100.88% |
Volatility 1Y: |
|
86.20% |
Volatility 3Y: |
|
- |