JP Morgan Call 1100 MTD 20.12.2024
/ DE000JB17NR5
JP Morgan Call 1100 MTD 20.12.202.../ DE000JB17NR5 /
| 2024-06-07 11:08:17 AM |
Chg.-0.12 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.62EUR |
-3.21% |
-
Bid Size: - |
-
Ask Size: - |
Mettler Toledo Inter... |
1,100.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
JB17NR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Mettler Toledo International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,100.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.74 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.29 |
| Parity: |
2.32 |
| Time value: |
2.35 |
| Break-even: |
1,567.00 |
| Moneyness: |
1.21 |
| Premium: |
0.18 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
1.00 |
| Spread %: |
27.25% |
| Delta: |
0.74 |
| Theta: |
-0.81 |
| Omega: |
2.12 |
| Rho: |
2.79 |
Quote data
| Open: |
3.62 |
| High: |
3.62 |
| Low: |
3.62 |
| Previous Close: |
3.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.73% |
| 1 Month |
|
|
+59.47% |
| 3 Months |
|
|
+13.13% |
| YTD |
|
|
+48.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.74 |
3.28 |
| 1M High / 1M Low: |
4.48 |
2.27 |
| 6M High / 6M Low: |
4.48 |
1.76 |
| High (YTD): |
2024-05-17 |
4.48 |
| Low (YTD): |
2024-01-05 |
1.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.91% |
| Volatility 6M: |
|
127.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
