JP Morgan Call 235 ECL 17.05.2024
/ DE000JK5VKG7
JP Morgan Call 235 ECL 17.05.2024/ DE000JK5VKG7 /
| 2024-05-02 9:52:12 AM |
Chg.-0.060 |
Bid9:57:57 AM |
Ask9:57:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-30.00% |
0.140
Bid Size: 1,000 |
0.240
Ask Size: 1,000 |
Ecolab Inc |
235.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JK5VKG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
72.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
-0.93 |
| Time value: |
0.29 |
| Break-even: |
222.18 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
2.97 |
| Spread abs.: |
0.10 |
| Spread %: |
52.63% |
| Delta: |
0.30 |
| Theta: |
-0.19 |
| Omega: |
21.79 |
| Rho: |
0.02 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-76.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.190 |
| 1M High / 1M Low: |
0.630 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.359 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
