JP Morgan Call 230 ADP 17.05.2024
/ DE000JB6KZZ7
JP Morgan Call 230 ADP 17.05.2024/ DE000JB6KZZ7 /
| 2024-05-15 8:29:37 AM |
Chg.-0.22 |
Bid8:33:32 PM |
Ask8:33:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
-13.17% |
1.63
Bid Size: 3,000 |
-
Ask Size: - |
Automatic Data Proce... |
230.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JB6KZZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
1.14 |
| Historic volatility: |
0.17 |
| Parity: |
1.43 |
| Time value: |
0.24 |
| Break-even: |
229.39 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
5.64 |
| Spread abs.: |
0.21 |
| Spread %: |
14.38% |
| Delta: |
0.79 |
| Theta: |
-1.38 |
| Omega: |
10.78 |
| Rho: |
0.01 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.03% |
| 1 Month |
|
|
-21.62% |
| 3 Months |
|
|
-45.08% |
| YTD |
|
|
-20.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.24 |
| 1M High / 1M Low: |
1.99 |
1.21 |
| 6M High / 6M Low: |
2.84 |
1.21 |
| High (YTD): |
2024-02-26 |
2.84 |
| Low (YTD): |
2024-05-06 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.91% |
| Volatility 6M: |
|
121.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
