JP Morgan Call 1150 MTD 20.12.2024
/ DE000JB2CAG6
JP Morgan Call 1150 MTD 20.12.202.../ DE000JB2CAG6 /
2024-05-28 8:53:25 AM |
Chg.0.00 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.63EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Mettler Toledo Inter... |
1,150.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
JB2CAG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Mettler Toledo International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,150.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-09-12 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.38 |
Intrinsic value: |
3.03 |
Implied volatility: |
0.65 |
Historic volatility: |
0.28 |
Parity: |
3.03 |
Time value: |
1.25 |
Break-even: |
1,486.92 |
Moneyness: |
1.29 |
Premium: |
0.09 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.92 |
Spread %: |
27.40% |
Delta: |
0.79 |
Theta: |
-0.53 |
Omega: |
2.51 |
Rho: |
3.65 |
Quote data
Open: |
3.63 |
High: |
3.63 |
Low: |
3.63 |
Previous Close: |
3.63 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.10% |
1 Month |
|
|
+88.08% |
3 Months |
|
|
+87.11% |
YTD |
|
|
+68.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.98 |
3.63 |
1M High / 1M Low: |
4.09 |
1.95 |
6M High / 6M Low: |
4.09 |
1.37 |
High (YTD): |
2024-05-17 |
4.09 |
Low (YTD): |
2024-01-05 |
1.55 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.82 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.04 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.20 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
265.63% |
Volatility 6M: |
|
146.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |