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

EUWAX
9/26/2024  11:59:20 AM Chg.-0.05 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
2.01EUR -2.43% -
Bid Size: -		 -
Ask Size: -		 Mettler Toledo Inter... 1,250.00 USD 12/20/2024 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: 12/20/2024
Issue date: 8/31/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.19
Leverage: Yes

Calculated values

Fair value: 1.76
Intrinsic value: 1.53
Implied volatility: 0.66
Historic volatility: 0.28
Parity: 1.53
Time value: 0.93
Break-even: 1,369.11
Moneyness: 1.14
Premium: 0.07
Premium p.a.: 0.35
Spread abs.: 0.50
Spread %: 25.51%
Delta: 0.72
Theta: -0.87
Omega: 3.74
Rho: 1.57
 

Quote data

Open: 2.01
High: 2.01
Low: 2.01
Previous Close: 2.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.52%
1 Month
  -10.27%
3 Months
  -23.86%
YTD  
+20.36%
1 Year  
+36.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.15 1.88
1M High / 1M Low: 2.24 1.70
6M High / 6M Low: 3.30 1.20
High (YTD): 5/17/2024 3.30
Low (YTD): 1/5/2024 1.13
52W High: 5/17/2024 3.30
52W Low: 11/1/2023 0.76
Avg. price 1W:   1.99
Avg. volume 1W:   0.00
Avg. price 1M:   1.97
Avg. volume 1M:   0.00
Avg. price 6M:   2.12
Avg. volume 6M:   0.00
Avg. price 1Y:   1.74
Avg. volume 1Y:   0.00
Volatility 1M:   103.35%
Volatility 6M:   166.25%
Volatility 1Y:   147.15%
Volatility 3Y:   -