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JP Morgan Call 1450 MTD 19.07.202.../  DE000JB8GU87  /

EUWAX
2024-05-28  10:08:37 AM Chg.0.000 Bid8:00:59 PM Ask8:00:59 PM Underlying Strike price Expiration date Option type
0.780EUR 0.00% 0.600
Bid Size: 7,500		 0.750
Ask Size: 7,500		 Mettler Toledo Inter... 1,450.00 USD 2024-07-19 Call
 

Master data

WKN: JB8GU8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mettler Toledo International Inc
Type: Warrant
Option type: Call
Strike price: 1,450.00 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: 13.45
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.27
Implied volatility: 0.41
Historic volatility: 0.28
Parity: 0.27
Time value: 0.74
Break-even: 1,436.29
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.45
Spread abs.: 0.28
Spread %: 37.50%
Delta: 0.60
Theta: -0.86
Omega: 8.01
Rho: 1.01
 

Quote data

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

Performance

1 Week
  -25.71%
1 Month  
+358.82%
3 Months  
+212.00%
YTD  
+52.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.780
1M High / 1M Low: 1.150 0.140
6M High / 6M Low: - -
High (YTD): 2024-05-17 1.150
Low (YTD): 2024-04-23 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.934
Avg. volume 1W:   0.000
Avg. price 1M:   0.615
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,577.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -