OverviewChartNewsTraderScreen

JP Morgan Call 1400 MTD 19.07.202.../  DE000JB8GU61  /

EUWAX
2024-06-07  11:43:25 AM Chg.-0.100 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.780EUR -11.36% -
Bid Size: -		 -
Ask Size: -		 Mettler Toledo Inter... 1,400.00 USD 2024-07-19 Call
 

Master data

WKN: JB8GU6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mettler Toledo International Inc
Type: Warrant
Option type: Call
Strike price: 1,400.00 USD
Maturity: 2024-07-19
Issue date: 2023-12-14
Last trading day: 2024-07-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.33
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.36
Implied volatility: 0.49
Historic volatility: 0.29
Parity: 0.36
Time value: 0.72
Break-even: 1,404.11
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.60
Spread abs.: 0.30
Spread %: 38.46%
Delta: 0.61
Theta: -1.10
Omega: 7.49
Rho: 0.79
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.17%
1 Month  
+239.13%
3 Months
  -14.29%
YTD  
+21.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.550
1M High / 1M Low: 1.500 0.230
6M High / 6M Low: - -
High (YTD): 2024-05-17 1.500
Low (YTD): 2024-04-23 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.688
Avg. volume 1W:   0.000
Avg. price 1M:   0.953
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,153.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -