JP Morgan Call 460 MUV2 19.07.2024
/ DE000JK8BXL6
JP Morgan Call 460 MUV2 19.07.202.../ DE000JK8BXL6 /
| 2024-05-27 9:54:56 AM |
Chg.+0.45 |
Bid12:47:43 PM |
Ask12:47:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
+37.19% |
1.50
Bid Size: 30,000 |
1.51
Ask Size: 30,000 |
MUENCH.RUECKVERS.VNA... |
460.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
JK8BXL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.21 |
| Time value: |
1.44 |
| Break-even: |
476.50 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.07 |
| Spread %: |
4.43% |
| Delta: |
0.57 |
| Theta: |
-0.16 |
| Omega: |
15.89 |
| Rho: |
0.36 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.67% |
| 1 Month |
|
|
+492.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.21 |
| 1M High / 1M Low: |
1.70 |
0.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
648.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
