JP Morgan Call 260 ECL 18.10.2024
/ DE000JK42CW7
JP Morgan Call 260 ECL 18.10.2024/ DE000JK42CW7 /
| 10/11/2024 9:58:57 AM |
Chg.- |
Bid8:27:31 AM |
Ask8:27:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
- |
0.096
Bid Size: 1,000 |
0.250
Ask Size: 1,000 |
Ecolab Inc |
260.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK42CW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
3/20/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
105.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.18 |
| Parity: |
-0.55 |
| Time value: |
0.22 |
| Break-even: |
240.22 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
18.49 |
| Spread abs.: |
0.10 |
| Spread %: |
83.33% |
| Delta: |
0.32 |
| Theta: |
-0.49 |
| Omega: |
33.78 |
| Rho: |
0.01 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.00% |
| 1 Month |
|
|
-44.74% |
| 3 Months |
|
|
-70.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.092 |
| 1M High / 1M Low: |
0.430 |
0.092 |
| 6M High / 6M Low: |
0.850 |
0.092 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.135 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.280 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.502 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
417.60% |
| Volatility 6M: |
|
305.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
