JP Morgan Call 1300 MTD 20.12.2024
/ DE000JB07JD4
JP Morgan Call 1300 MTD 20.12.202.../ DE000JB07JD4 /
| 6/19/2024 12:05:14 PM |
Chg.- |
Bid11:14:41 AM |
Ask11:14:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.52EUR |
- |
2.54
Bid Size: 1,000 |
3.54
Ask Size: 1,000 |
Mettler Toledo Inter... |
1,300.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/31/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.26 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.29 |
| Parity: |
1.68 |
| Time value: |
1.83 |
| Break-even: |
1,560.63 |
| Moneyness: |
1.14 |
| Premium: |
0.13 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
1.00 |
| Spread %: |
39.84% |
| Delta: |
0.71 |
| Theta: |
-0.69 |
| Omega: |
2.78 |
| Rho: |
3.14 |
Quote data
| Open: |
2.52 |
| High: |
2.52 |
| Low: |
2.52 |
| Previous Close: |
2.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.15% |
| 1 Month |
|
|
-13.40% |
| 3 Months |
|
|
+51.81% |
| YTD |
|
|
+73.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.52 |
2.30 |
| 1M High / 1M Low: |
2.91 |
1.88 |
| 6M High / 6M Low: |
2.95 |
0.96 |
| High (YTD): |
5/17/2024 |
2.95 |
| Low (YTD): |
1/5/2024 |
0.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.88% |
| Volatility 6M: |
|
174.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
