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JP Morgan Call 1600 MTD 19.07.202.../  DE000JB7JE93  /

EUWAX
2024-05-28  10:30:30 AM Chg.0.000 Bid8:55:25 PM Ask8:55:25 PM Underlying Strike price Expiration date Option type
0.200EUR 0.00% 0.150
Bid Size: 5,000		 0.350
Ask Size: 5,000		 Mettler Toledo Inter... 1,600.00 USD 2024-07-19 Call
 

Master data

WKN: JB7JE9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mettler Toledo International Inc
Type: Warrant
Option type: Call
Strike price: 1,600.00 USD
Maturity: 2024-07-19
Issue date: 2023-12-18
Last trading day: 2024-07-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 20.84
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.28
Parity: -1.11
Time value: 0.65
Break-even: 1,538.48
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 1.35
Spread abs.: 0.46
Spread %: 238.10%
Delta: 0.39
Theta: -1.02
Omega: 8.13
Rho: 0.66
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.03%
1 Month  
+365.12%
3 Months  
+104.08%
YTD
  -28.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.200
1M High / 1M Low: 0.430 0.027
6M High / 6M Low: - -
High (YTD): 2024-05-13 0.430
Low (YTD): 2024-05-07 0.027
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.192
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   3,468.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -