JP Morgan Call 250 BOX 20.09.2024
/ DE000JK1PNP3
JP Morgan Call 250 BOX 20.09.2024/ DE000JK1PNP3 /
| 02/08/2024 16:04:22 |
Chg.-0.280 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-28.57% |
-
Bid Size: - |
-
Ask Size: - |
BECTON, DICKINSON ... |
250.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JK1PNP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.18 |
| Parity: |
-2.83 |
| Time value: |
1.02 |
| Break-even: |
260.20 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
2.38 |
| Spread abs.: |
0.09 |
| Spread %: |
9.68% |
| Delta: |
0.34 |
| Theta: |
-0.20 |
| Omega: |
7.48 |
| Rho: |
0.09 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+14.75% |
| 3 Months |
|
|
-54.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.700 |
| 1M High / 1M Low: |
1.040 |
0.340 |
| 6M High / 6M Low: |
2.300 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.872 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.72% |
| Volatility 6M: |
|
202.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
