OverviewChartNewsTraderScreen

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

EUWAX
2024-06-03  12:14:35 PM Chg.+0.14 Bid3:49:18 PM Ask3:49:18 PM Underlying Strike price Expiration date Option type
2.65EUR +5.58% 2.58
Bid Size: 7,500		 3.08
Ask Size: 7,500		 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: 3.55
Leverage: Yes

Calculated values

Fair value: 2.39
Intrinsic value: 1.88
Implied volatility: 0.71
Historic volatility: 0.29
Parity: 1.88
Time value: 1.76
Break-even: 1,469.73
Moneyness: 1.17
Premium: 0.14
Premium p.a.: 0.26
Spread abs.: 1.00
Spread %: 37.88%
Delta: 0.73
Theta: -0.62
Omega: 2.58
Rho: 3.15
 

Quote data

Open: 2.65
High: 2.65
Low: 2.65
Previous Close: 2.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.46%
1 Month  
+48.04%
3 Months  
+48.04%
YTD  
+39.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.26 2.51
1M High / 1M Low: 3.67 1.68
6M High / 6M Low: 3.67 1.23
High (YTD): 2024-05-17 3.67
Low (YTD): 2024-01-05 1.31
52W High: - -
52W Low: - -
Avg. price 1W:   2.97
Avg. volume 1W:   0.00
Avg. price 1M:   2.93
Avg. volume 1M:   12.38
Avg. price 6M:   2.00
Avg. volume 6M:   3.20
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   344.10%
Volatility 6M:   172.00%
Volatility 1Y:   -
Volatility 3Y:   -