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JP Morgan Call 1100 MTD 20.12.202.../  DE000JB17NR5  /

EUWAX
2024-05-30  10:49:40 AM Chg.-0.19 Bid2:28:36 PM Ask2:28:36 PM Underlying Strike price Expiration date Option type
3.58EUR -5.04% 3.33
Bid Size: 1,000		 4.33
Ask Size: 1,000		 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: 2.83
Leverage: Yes

Calculated values

Fair value: 2.75
Intrinsic value: 2.31
Implied volatility: 0.94
Historic volatility: 0.28
Parity: 2.31
Time value: 2.39
Break-even: 1,570.00
Moneyness: 1.21
Premium: 0.18
Premium p.a.: 0.34
Spread abs.: 1.00
Spread %: 27.03%
Delta: 0.74
Theta: -0.79
Omega: 2.10
Rho: 2.90
 

Quote data

Open: 3.58
High: 3.58
Low: 3.58
Previous Close: 3.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.57%
1 Month  
+52.34%
3 Months  
+53.65%
YTD  
+46.72%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.24 3.77
1M High / 1M Low: 4.48 2.27
6M High / 6M Low: 4.48 1.65
High (YTD): 2024-05-17 4.48
Low (YTD): 2024-01-05 1.84
52W High: - -
52W Low: - -
Avg. price 1W:   4.02
Avg. volume 1W:   0.00
Avg. price 1M:   3.50
Avg. volume 1M:   0.00
Avg. price 6M:   2.54
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   237.07%
Volatility 6M:   126.28%
Volatility 1Y:   -
Volatility 3Y:   -