JP Morgan Call 215 BOX 20.09.2024
/ DE000JK06830
JP Morgan Call 215 BOX 20.09.2024/ DE000JK06830 /
| 2024-05-23 12:31:29 PM |
Chg.+0.02 |
Bid9:24:53 PM |
Ask9:24:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.81EUR |
+0.72% |
2.52
Bid Size: 30,000 |
2.55
Ask Size: 30,000 |
BECTON, DICKINSON ... |
215.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JK0683 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.18 |
| Parity: |
0.16 |
| Time value: |
2.72 |
| Break-even: |
243.80 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.10 |
| Spread %: |
3.60% |
| Delta: |
0.59 |
| Theta: |
-0.12 |
| Omega: |
4.41 |
| Rho: |
0.32 |
Quote data
| Open: |
2.81 |
| High: |
2.81 |
| Low: |
2.81 |
| Previous Close: |
2.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.26% |
| 1 Month |
|
|
-10.79% |
| 3 Months |
|
|
-32.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.03 |
2.79 |
| 1M High / 1M Low: |
3.77 |
2.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
