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JP Morgan Call 1150 MTD 20.12.202.../  DE000JB2CAG6  /

EUWAX
2024-06-04  8:58:40 AM Chg.-0.08 Bid8:10:27 PM Ask8:10:27 PM Underlying Strike price Expiration date Option type
2.94EUR -2.65% 3.00
Bid Size: 7,500		 3.70
Ask Size: 7,500		 Mettler Toledo Inter... 1,150.00 USD 2024-12-20 Call
 

Master data

WKN: JB2CAG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mettler Toledo International Inc
Type: Warrant
Option type: Call
Strike price: 1,150.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-12
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.24
Leverage: Yes

Calculated values

Fair value: 2.69
Intrinsic value: 2.29
Implied volatility: 0.75
Historic volatility: 0.28
Parity: 2.29
Time value: 1.67
Break-even: 1,450.34
Moneyness: 1.22
Premium: 0.13
Premium p.a.: 0.25
Spread abs.: 1.00
Spread %: 33.78%
Delta: 0.75
Theta: -0.63
Omega: 2.42
Rho: 3.07
 

Quote data

Open: 2.94
High: 2.94
Low: 2.94
Previous Close: 3.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.01%
1 Month  
+43.41%
3 Months  
+30.09%
YTD  
+36.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.63 2.87
1M High / 1M Low: 4.09 1.96
6M High / 6M Low: 4.09 1.37
High (YTD): 2024-05-17 4.09
Low (YTD): 2024-01-05 1.55
52W High: - -
52W Low: - -
Avg. price 1W:   3.22
Avg. volume 1W:   0.00
Avg. price 1M:   3.28
Avg. volume 1M:   0.00
Avg. price 6M:   2.26
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   273.38%
Volatility 6M:   147.05%
Volatility 1Y:   -
Volatility 3Y:   -