JP Morgan Call 250 BOX 20.09.2024
/ DE000JK1PNP3
JP Morgan Call 250 BOX 20.09.2024/ DE000JK1PNP3 /
| 2024-06-06 12:36:57 PM |
Chg.-0.13 |
Bid12:40:54 PM |
Ask12:40:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-10.92% |
1.05
Bid Size: 2,000 |
1.13
Ask Size: 2,000 |
BECTON, DICKINSON ... |
250.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JK1PNP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.18 |
| Parity: |
-3.27 |
| Time value: |
1.18 |
| Break-even: |
261.80 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.10 |
| Spread %: |
9.26% |
| Delta: |
0.36 |
| Theta: |
-0.11 |
| Omega: |
6.54 |
| Rho: |
0.19 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.08% |
| 1 Month |
|
|
-20.30% |
| 3 Months |
|
|
-40.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
0.65 |
| 1M High / 1M Low: |
1.40 |
0.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
