JP Morgan Call 220 BOX 20.09.2024
/ DE000JK1MSN4
JP Morgan Call 220 BOX 20.09.2024/ DE000JK1MSN4 /
| 2024-05-23 12:28:07 PM |
Chg.+0.02 |
Bid6:38:20 PM |
Ask6:38:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
+0.80% |
2.30
Bid Size: 30,000 |
2.33
Ask Size: 30,000 |
BECTON, DICKINSON ... |
220.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JK1MSN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.18 |
| Parity: |
-0.34 |
| Time value: |
2.60 |
| Break-even: |
246.00 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.10 |
| Spread %: |
4.00% |
| Delta: |
0.56 |
| Theta: |
-0.12 |
| Omega: |
4.64 |
| Rho: |
0.31 |
Quote data
| Open: |
2.53 |
| High: |
2.53 |
| Low: |
2.53 |
| Previous Close: |
2.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.66% |
| 1 Month |
|
|
-12.15% |
| 3 Months |
|
|
-33.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.74 |
2.51 |
| 1M High / 1M Low: |
3.46 |
2.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
