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JP Morgan Call 1200 MTD 20.12.202.../  DE000JB1F0U5  /

EUWAX
2024-06-07  12:54:29 PM Chg.-0.11 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
2.88EUR -3.68% -
Bid Size: -		 -
Ask Size: -		 Mettler Toledo Inter... 1,200.00 USD 2024-12-20 Call
 

Master data

WKN: JB1F0U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mettler Toledo International Inc
Type: Warrant
Option type: Call
Strike price: 1,200.00 USD
Maturity: 2024-12-20
Issue date: 2023-08-31
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.67
Leverage: Yes

Calculated values

Fair value: 2.65
Intrinsic value: 2.21
Implied volatility: 0.63
Historic volatility: 0.29
Parity: 2.21
Time value: 1.42
Break-even: 1,473.86
Moneyness: 1.20
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.93
Spread %: 34.25%
Delta: 0.75
Theta: -0.57
Omega: 2.74
Rho: 3.38
 

Quote data

Open: 2.88
High: 2.88
Low: 2.88
Previous Close: 2.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.74%
1 Month  
+69.41%
3 Months  
+12.06%
YTD  
+51.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.99 2.56
1M High / 1M Low: 3.67 1.70
6M High / 6M Low: 3.67 1.31
High (YTD): 2024-05-17 3.67
Low (YTD): 2024-01-05 1.31
52W High: - -
52W Low: - -
Avg. price 1W:   2.75
Avg. volume 1W:   0.00
Avg. price 1M:   3.11
Avg. volume 1M:   11.82
Avg. price 6M:   2.06
Avg. volume 6M:   3.20
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   336.81%
Volatility 6M:   172.69%
Volatility 1Y:   -
Volatility 3Y:   -