JP Morgan Call 1350 MTD 18.10.2024
/ DE000JK47636
JP Morgan Call 1350 MTD 18.10.202.../ DE000JK47636 /
| 2024-05-24 11:33:58 AM |
Chg.- |
Bid10:15:33 AM |
Ask10:15:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
- |
1.96
Bid Size: 2,000 |
2.66
Ask Size: 2,000 |
Mettler Toledo Inter... |
1,350.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK4763 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Mettler Toledo International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,350.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-10-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.28 |
| Parity: |
1.19 |
| Time value: |
1.28 |
| Break-even: |
1,491.72 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.65 |
| Spread %: |
35.35% |
| Delta: |
0.69 |
| Theta: |
-0.62 |
| Omega: |
3.79 |
| Rho: |
2.72 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
2.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.04% |
| 1 Month |
|
|
+163.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
2.00 |
| 1M High / 1M Low: |
2.35 |
0.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
486.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
