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JP Morgan Call 1300 MTD 20.12.202.../  DE000JB07JD4  /

EUWAX
2024-05-14  12:20:47 PM Chg.-0.29 Bid3:00:27 PM Ask3:00:27 PM Underlying Strike price Expiration date Option type
2.50EUR -10.39% 2.48
Bid Size: 1,000		 3.48
Ask Size: 1,000		 Mettler Toledo Inter... 1,300.00 USD 2024-12-20 Call
 

Master data

WKN: JB07JD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mettler Toledo International Inc
Type: Warrant
Option type: Call
Strike price: 1,300.00 USD
Maturity: 2024-12-20
Issue date: 2023-08-31
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.19
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 1.50
Implied volatility: 0.58
Historic volatility: 0.29
Parity: 1.50
Time value: 1.74
Break-even: 1,527.98
Moneyness: 1.12
Premium: 0.13
Premium p.a.: 0.22
Spread abs.: 0.93
Spread %: 40.16%
Delta: 0.70
Theta: -0.54
Omega: 2.95
Rho: 3.80
 

Quote data

Open: 2.50
High: 2.50
Low: 2.50
Previous Close: 2.79
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+104.92%
1 Month  
+50.60%
3 Months  
+125.23%
YTD  
+72.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.79 1.19
1M High / 1M Low: 2.79 1.00
6M High / 6M Low: 2.79 0.75
High (YTD): 2024-05-13 2.79
Low (YTD): 2024-01-05 0.96
52W High: - -
52W Low: - -
Avg. price 1W:   1.57
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   1.30
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   355.61%
Volatility 6M:   185.41%
Volatility 1Y:   -
Volatility 3Y:   -