JP Morgan Call 235 BOX 17.01.2025
/ DE000JB5MPD3
JP Morgan Call 235 BOX 17.01.2025/ DE000JB5MPD3 /
2024-05-23 12:29:01 PM |
Chg.+0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.65EUR |
+1.15% |
- Bid Size: - |
- Ask Size: - |
BECTON, DICKINSON ... |
235.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JB5MPD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BECTON, DICKINSON DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
235.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-11-13 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.18 |
Parity: |
-1.84 |
Time value: |
2.78 |
Break-even: |
262.80 |
Moneyness: |
0.92 |
Premium: |
0.21 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.15 |
Spread %: |
5.70% |
Delta: |
0.52 |
Theta: |
-0.08 |
Omega: |
4.03 |
Rho: |
0.55 |
Quote data
Open: |
2.65 |
High: |
2.65 |
Low: |
2.65 |
Previous Close: |
2.62 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.34% |
1 Month |
|
|
-9.86% |
3 Months |
|
|
-29.52% |
YTD |
|
|
-33.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.86 |
2.62 |
1M High / 1M Low: |
3.48 |
2.62 |
6M High / 6M Low: |
4.18 |
2.62 |
High (YTD): |
2024-01-08 |
4.18 |
Low (YTD): |
2024-05-22 |
2.62 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.87 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.43 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.38% |
Volatility 6M: |
|
69.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |