JP Morgan Call 1300 MTD 20.12.2024
/ DE000JB07JD4
JP Morgan Call 1300 MTD 20.12.202.../ DE000JB07JD4 /
5/29/2024 12:03:56 PM |
Chg.- |
Bid12:11:56 PM |
Ask12:11:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.33EUR |
- |
2.15 Bid Size: 1,000 |
3.15 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: |
4.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.99 |
Intrinsic value: |
1.27 |
Implied volatility: |
0.66 |
Historic volatility: |
0.28 |
Parity: |
1.27 |
Time value: |
2.01 |
Break-even: |
1,531.58 |
Moneyness: |
1.11 |
Premium: |
0.15 |
Premium p.a.: |
0.29 |
Spread abs.: |
1.00 |
Spread %: |
43.86% |
Delta: |
0.69 |
Theta: |
-0.63 |
Omega: |
2.79 |
Rho: |
3.29 |
Quote data
Open: |
2.33 |
High: |
2.33 |
Low: |
2.33 |
Previous Close: |
2.56 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.88% |
1 Month |
|
|
+84.92% |
3 Months |
|
|
+75.19% |
YTD |
|
|
+60.69% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.77 |
2.33 |
1M High / 1M Low: |
2.95 |
1.19 |
6M High / 6M Low: |
2.95 |
0.89 |
High (YTD): |
5/17/2024 |
2.95 |
Low (YTD): |
1/5/2024 |
0.96 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.56 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.48 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
348.38% |
Volatility 6M: |
|
186.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |