JP Morgan Call 1150 MTD 20.12.2024
/ DE000JB2CAG6
JP Morgan Call 1150 MTD 20.12.202.../ DE000JB2CAG6 /
| 2024-05-30 8:58:18 AM |
Chg.-0.19 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.20EUR |
-5.60% |
-
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: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
2.66 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.28 |
| Parity: |
2.66 |
| Time value: |
1.34 |
| Break-even: |
1,464.67 |
| Moneyness: |
1.25 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.93 |
| Spread %: |
30.12% |
| Delta: |
0.77 |
| Theta: |
-0.55 |
| Omega: |
2.57 |
| Rho: |
3.50 |
Quote data
| Open: |
3.20 |
| High: |
3.20 |
| Low: |
3.20 |
| Previous Close: |
3.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.33% |
| 1 Month |
|
|
+56.10% |
| 3 Months |
|
|
+55.34% |
| YTD |
|
|
+48.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.65 |
3.20 |
| 1M High / 1M Low: |
4.09 |
1.96 |
| 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: |
|
3.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.38% |
| Volatility 6M: |
|
146.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
