JP Morgan Call 255 ECL 20.12.2024
/ DE000JK95ES9
JP Morgan Call 255 ECL 20.12.2024/ DE000JK95ES9 /
11/15/2024 10:03:01 AM |
Chg.-0.140 |
Bid5:07:40 PM |
Ask5:07:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
-25.00% |
0.410 Bid Size: 20,000 |
0.440 Ask Size: 20,000 |
Ecolab Inc |
255.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
JK95ES |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Ecolab Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
255.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/16/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
41.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.17 |
Parity: |
-0.70 |
Time value: |
0.57 |
Break-even: |
247.87 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
0.73 |
Spread abs.: |
0.10 |
Spread %: |
21.28% |
Delta: |
0.40 |
Theta: |
-0.12 |
Omega: |
16.53 |
Rho: |
0.08 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.560 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
-69.34% |
3 Months |
|
|
-56.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.490 |
1M High / 1M Low: |
1.610 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.564 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.990 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
305.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |