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JP Morgan Call 1250 MTD 20.12.202.../  DE000JB07JG7  /

EUWAX
2024-05-29  12:03:56 PM Chg.-0.25 Bid5:14:12 PM Ask5:14:12 PM Underlying Strike price Expiration date Option type
2.65EUR -8.62% 2.54
Bid Size: 7,500		 3.24
Ask Size: 7,500		 Mettler Toledo Inter... 1,250.00 USD 2024-12-20 Call
 

Master data

WKN: JB07JG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mettler Toledo International Inc
Type: Warrant
Option type: Call
Strike price: 1,250.00 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: 3.97
Leverage: Yes

Calculated values

Fair value: 2.43
Intrinsic value: 1.89
Implied volatility: 0.59
Historic volatility: 0.28
Parity: 1.89
Time value: 1.49
Break-even: 1,489.95
Moneyness: 1.16
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.70
Spread %: 26.12%
Delta: 0.73
Theta: -0.54
Omega: 2.89
Rho: 3.60
 

Quote data

Open: 2.65
High: 2.65
Low: 2.65
Previous Close: 2.90
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.70%
1 Month  
+86.62%
3 Months  
+70.97%
YTD  
+58.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.22 2.89
1M High / 1M Low: 3.30 1.42
6M High / 6M Low: 3.30 1.05
High (YTD): 2024-05-17 3.30
Low (YTD): 2024-01-05 1.13
52W High: - -
52W Low: - -
Avg. price 1W:   3.01
Avg. volume 1W:   0.00
Avg. price 1M:   2.40
Avg. volume 1M:   0.00
Avg. price 6M:   1.70
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   311.37%
Volatility 6M:   169.79%
Volatility 1Y:   -
Volatility 3Y:   -