JP Morgan Call 1000 MTD 20.12.2024
/ DE000JB5FX05
JP Morgan Call 1000 MTD 20.12.202.../ DE000JB5FX05 /
| 2024-05-20 9:16:29 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.24EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Mettler Toledo Inter... |
1,000.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
JB5FX0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Mettler Toledo International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,000.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-05-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.64 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.28 |
| Parity: |
3.64 |
| Time value: |
1.60 |
| Break-even: |
1,524.00 |
| Moneyness: |
1.36 |
| Premium: |
0.12 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.19% |
| Delta: |
0.80 |
| Theta: |
-0.65 |
| Omega: |
2.08 |
| Rho: |
3.24 |
Quote data
| Open: |
5.24 |
| High: |
5.24 |
| Low: |
5.24 |
| Previous Close: |
5.31 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+81.94% |
| 3 Months |
|
|
+95.52% |
| YTD |
|
|
+72.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.24 |
5.24 |
| 1M High / 1M Low: |
5.31 |
2.93 |
| 6M High / 6M Low: |
5.31 |
2.12 |
| High (YTD): |
2024-05-17 |
5.31 |
| Low (YTD): |
2024-01-05 |
2.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.93% |
| Volatility 6M: |
|
113.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
