JP Morgan Call 1375 MTD 21.06.2024
/ DE000JK86CJ1
JP Morgan Call 1375 MTD 21.06.202.../ DE000JK86CJ1 /
2024-05-27 10:56:54 AM |
Chg.- |
Bid8:43:43 AM |
Ask8:43:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
- |
1.11 Bid Size: 500 |
1.61 Ask Size: 500 |
Mettler Toledo Inter... |
1,375.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
JK86CJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Mettler Toledo International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,375.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-25 |
Last trading day: |
2024-06-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
0.96 |
Implied volatility: |
0.79 |
Historic volatility: |
0.28 |
Parity: |
0.96 |
Time value: |
0.67 |
Break-even: |
1,428.96 |
Moneyness: |
1.08 |
Premium: |
0.05 |
Premium p.a.: |
1.07 |
Spread abs.: |
0.50 |
Spread %: |
44.25% |
Delta: |
0.68 |
Theta: |
-2.13 |
Omega: |
5.70 |
Rho: |
0.50 |
Quote data
Open: |
1.11 |
High: |
1.11 |
Low: |
1.11 |
Previous Close: |
1.15 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.45% |
1 Month |
|
|
+455.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.45 |
1.11 |
1M High / 1M Low: |
1.55 |
0.16 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.30 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,762.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |