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JP Morgan Call 1300 MTD 20.12.202.../  DE000JB07JD4  /

EUWAX
20/09/2024  11:58:15 Chg.+0.15 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
1.80EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 Mettler Toledo Inter... 1,300.00 USD 20/12/2024 Call
 

Master data

WKN: JB07JD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mettler Toledo International Inc
Type: Warrant
Option type: Call
Strike price: 1,300.00 USD
Maturity: 20/12/2024
Issue date: 31/08/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.89
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.95
Implied volatility: 0.52
Historic volatility: 0.28
Parity: 0.95
Time value: 0.88
Break-even: 1,347.28
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.31
Spread abs.: 0.45
Spread %: 32.47%
Delta: 0.68
Theta: -0.71
Omega: 4.68
Rho: 1.66
 

Quote data

Open: 1.80
High: 1.80
Low: 1.80
Previous Close: 1.65
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.87%
1 Month
  -4.26%
3 Months
  -23.40%
YTD  
+24.14%
1 Year  
+38.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.80 1.39
1M High / 1M Low: 1.90 1.39
6M High / 6M Low: 2.95 1.00
High (YTD): 17/05/2024 2.95
Low (YTD): 05/01/2024 0.96
52W High: 17/05/2024 2.95
52W Low: 01/11/2023 0.65
Avg. price 1W:   1.57
Avg. volume 1W:   0.00
Avg. price 1M:   1.67
Avg. volume 1M:   0.00
Avg. price 6M:   1.82
Avg. volume 6M:   0.00
Avg. price 1Y:   1.49
Avg. volume 1Y:   0.00
Volatility 1M:   100.38%
Volatility 6M:   181.46%
Volatility 1Y:   159.51%
Volatility 3Y:   -