JP Morgan Call 235 BOX 17.01.2025
/ DE000JB5MPD3
JP Morgan Call 235 BOX 17.01.2025/ DE000JB5MPD3 /
| 2024-05-31 12:34:20 PM |
Chg.+0.07 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.16EUR |
+3.35% |
-
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: |
8.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.18 |
| Parity: |
-2.12 |
| Time value: |
2.59 |
| Break-even: |
260.90 |
| Moneyness: |
0.91 |
| Premium: |
0.22 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.15 |
| Spread %: |
6.15% |
| Delta: |
0.50 |
| Theta: |
-0.08 |
| Omega: |
4.13 |
| Rho: |
0.51 |
Quote data
| Open: |
2.16 |
| High: |
2.16 |
| Low: |
2.16 |
| Previous Close: |
2.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-37.93% |
| 3 Months |
|
|
-36.84% |
| YTD |
|
|
-46.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.33 |
2.09 |
| 1M High / 1M Low: |
3.48 |
2.09 |
| 6M High / 6M Low: |
4.18 |
2.09 |
| High (YTD): |
2024-01-08 |
4.18 |
| Low (YTD): |
2024-05-30 |
2.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.89% |
| Volatility 6M: |
|
72.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
