JP Morgan Call 255 BOX 20.09.2024
/ DE000JK1PNL2
JP Morgan Call 255 BOX 20.09.2024/ DE000JK1PNL2 /
2024-05-24 12:09:49 PM |
Chg.-0.130 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
-14.29% |
- Bid Size: - |
- Ask Size: - |
BECTON, DICKINSON ... |
255.00 - |
2024-09-20 |
Call |
Master data
WKN: |
JK1PNL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BECTON, DICKINSON DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
255.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-25 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.18 |
Parity: |
-4.41 |
Time value: |
0.80 |
Break-even: |
263.00 |
Moneyness: |
0.83 |
Premium: |
0.25 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.15 |
Spread %: |
23.08% |
Delta: |
0.28 |
Theta: |
-0.08 |
Omega: |
7.34 |
Rho: |
0.16 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.00% |
1 Month |
|
|
-28.44% |
3 Months |
|
|
-61.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.780 |
1M High / 1M Low: |
1.690 |
0.780 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.912 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
221.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |