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

EUWAX
2024-05-28  10:35:03 AM Chg.+0.01 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
3.26EUR +0.31% -
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: 3.19
Leverage: Yes

Calculated values

Fair value: 2.99
Intrinsic value: 2.57
Implied volatility: 0.73
Historic volatility: 0.28
Parity: 2.57
Time value: 1.70
Break-even: 1,531.84
Moneyness: 1.23
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 1.00
Spread %: 30.58%
Delta: 0.76
Theta: -0.63
Omega: 2.41
Rho: 3.41
 

Quote data

Open: 3.26
High: 3.26
Low: 3.26
Previous Close: 3.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.51%
1 Month  
+97.58%
3 Months  
+83.15%
YTD  
+71.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.59 3.25
1M High / 1M Low: 3.67 1.67
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:   3.41
Avg. volume 1W:   0.00
Avg. price 1M:   2.76
Avg. volume 1M:   13
Avg. price 6M:   1.95
Avg. volume 6M:   3.20
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   335.78%
Volatility 6M:   170.47%
Volatility 1Y:   -
Volatility 3Y:   -