JP Morgan Call 225 BOX 21.06.2024
/ DE000JB54235
JP Morgan Call 225 BOX 21.06.2024/ DE000JB54235 /
| 2024-05-13 8:23:17 AM |
Chg.-0.04 |
Bid4:31:57 PM |
Ask4:31:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
-2.56% |
1.60
Bid Size: 30,000 |
1.63
Ask Size: 30,000 |
BECTON, DICKINSON ... |
225.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB5423 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.18 |
| Parity: |
-0.62 |
| Time value: |
1.61 |
| Break-even: |
241.10 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
1.48 |
| Spread abs.: |
0.10 |
| Spread %: |
6.62% |
| Delta: |
0.50 |
| Theta: |
-0.25 |
| Omega: |
6.76 |
| Rho: |
0.10 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.75% |
| 1 Month |
|
|
-35.87% |
| 3 Months |
|
|
-47.22% |
| YTD |
|
|
-53.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.42 |
| 1M High / 1M Low: |
2.13 |
1.42 |
| 6M High / 6M Low: |
3.46 |
1.42 |
| High (YTD): |
2024-01-08 |
3.46 |
| Low (YTD): |
2024-05-09 |
1.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.13% |
| Volatility 6M: |
|
104.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
