JP Morgan Call 255 ECL 20.12.2024/  DE000JK95ES9  /

EUWAX
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:   -