JP Morgan Call 1400 MTD 19.07.2024
/ DE000JB8GU61
JP Morgan Call 1400 MTD 19.07.202.../ DE000JB8GU61 /
| 2024-05-27 10:59:29 AM |
Chg.-0.04 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-3.54% |
1.09
Bid Size: 2,000 |
1.39
Ask Size: 2,000 |
Mettler Toledo Inter... |
1,400.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB8GU6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Mettler Toledo International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,400.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-07-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.28 |
| Parity: |
0.73 |
| Time value: |
0.69 |
| Break-even: |
1,432.73 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.30 |
| Spread %: |
26.79% |
| Delta: |
0.66 |
| Theta: |
-0.94 |
| Omega: |
6.38 |
| Rho: |
1.11 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.83% |
| 1 Month |
|
|
+336.00% |
| 3 Months |
|
|
+263.33% |
| YTD |
|
|
+70.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.13 |
| 1M High / 1M Low: |
1.50 |
0.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-17 |
1.50 |
| Low (YTD): |
2024-04-23 |
0.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,218.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
